Figure 2.

S1, S2 and S3 statistics values (y axis; black, grey and white points respectively; they are slightly displaced for clarity) in five matrix-shape differences and six relative orientations of the matrices’ first eigenvectors, from zero to 90º (x axis). A) two matrices with very different shape, one with eigenvalues equal to 95 and 5% of total variance and the other with eigenvalues equal to 55 and 45% of total variance; B) two same-shape “elongate” matrices, both with eigenvalues explaining 95 and 5% of total variance; C) two same-shape “rounded” matrices both with eigenvalues explaining 55 and 45% of total variance; D) two “elongate” matrices with slightly different shapes, one with eigenvalues explaining 95 and 5% of total variance and the other, 90 and 10% of total variance; E) two “rounded” matrices with slightly different shapes, one with eigenvalues explaining 60 and 40% of total variance and the other, 55 and 45% of total variance. Matrices are schematically represented at left in a zero degrees relative orientation, with ellipses’ axes equal to the matrices’ eigenvalues. Note that the scale varies between plots.