Figure 1

Contributions (S1 ₁ , S2 ₁ , S3 ₁ ) of the first eigenvectors of two sample matrices to the three sums used to measure the differentiation between these matrices in six hypothetical two-variable situations differing in matrices’ shape and orientation. The ellipse axes’ lengths in the graphics represent the magnitude of the eigenvalues and the orientation of the eigenvectors in the two samples. The straight lines mark the first eigenvectors. The tables in the middle column contain the variances explained by the first eigenvectors obtained in each sample when calculated in the two data sets. Details about the generation of the used matrices are given in Appendix 2.