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'''Suppose''' you have data comprising a set of observations of ''p'' variables, and you want to reduce the data so that each observation can be described with only ''L'' variables, ''L'' < ''p''. Suppose further, that the data are arranged as a set of ''n'' data vectors <math>\mathbf{x}_1 \ldots \mathbf{x}_n</math> with each <math>\mathbf{x}_i </math> representing a single grouped observation of the ''p'' variables.
* Write <math>\mathbf{x}_1 \ldots \mathbf{x}_n</math> as row vectors, each
* Place the row vectors into a single matrix '''X''' of dimensions ''n'' × ''p''.
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