# What does the matrix $\frac{1}{n-1} X^{t}X$ represent? [duplicate]

Let be $Y$ the matrix of observations with $n$ lines and $m$ columns. Let be $X$ the centered matrix, where $X_{i,j} = Y_{i,j} - \overline{Y_{.,j}}$ , $i = 1:n$, $j = 1:m$

Edit : $\overline{Y_{.,j}}$ is the mean of each column

$X^{t}$ is the transpose matrix

What is this matrix $\frac{1}{n-1} X^{t}X$ ?

• The squared deviations from the median? Apr 26, 2017 at 11:30
• Looks like a sample variance covariance matrix where the centering has been done using the median Apr 26, 2017 at 11:38