irc}{\mathbf{X}}^T\)</span> and <span class="math inline">\(\overset{\circ}{\mathbf{X}}^T\overset{\circ}{\mathbf{X}}\)</span> record the sample and feature covariances respectively. Yet these two covariances share the same eigenvalues, up to inclusion of additional eigenvalues with value <span class="math inline">\(0\)</span>. In particular, the sums of eigenvalues, which are the traces, are equal: <span class="math inline">\(\text{tr}\left(\overset{\circ}{\mathbf{X}}\overset{\circ}{\mathbf{X}}^T\right)=\te