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PCA (eigenvalues, eigenvectors)

I'm researching a PCA topic: "eigenvalues", "eigenvectors".

One of the questions I need to address is:  For a 3 dimensional date set(x, y, z) what does covariance(x, x) represent?

Does anyone have some pointers for me?

EEH
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ozo
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Thanks, ozo.   I appreciate the feedback.

EEH