The second action was the stretching ($`\sigma^{-1}`$, see the figure above). This step is very easy to calculate as we already found the first principle direction and its variance. Let's call it $`\sigma_1`$ this time:
The second action was the stretching ($`\Sigma^{-1}`$, see the figure above). This step is very easy to calculate as we already found the first principle direction and its variance. Let's call it $`\sigma_1`$ this time: