Data matrix
= Data matrix
{title2=$X=(x_{ij})\in\mathbb R^{n\times p}$}
A <matrix> representing observations and their measured variables. A common convention uses observations as rows and variables as columns; stating this orientation avoids transposition ambiguities. Column centering subtracts each variable's <sample mean>, and $X_c^TX_c/(n-1)$ is the <sample covariance matrix> of centered data when $n>1$.