To understand the concepts of Eigenvectors and Eigenvalues, we must first recall some mathematical definitions as follows:
- Variance: This measures the degree of dispersion existing within the data and is represented by the average of the deviations of the data with respect to their average, as follows:
- Covariance: This measures the degree of linear correlation between two variables; it is represented mathematically as follows:

- Covariance matrix: This is the matrix that contains the covariances ...