1) Data Preprocessing 1. Center each variable (X1, X2, X3) by subtracting the mean of each variable from its respective values. 2. Standardize the data by dividing each centered value by the standard deviation of its variable. 2) Covariance Matrix Calculation 1. Calculate the covariance matrix of the standardized data. 3) Eigenvalues and Eigenvectors 1. Perform eigenvalue decomposition on the covariance matrix. 2. Sort the eigenvalues in descending order, and arrange the corresponding eigenvectors accordingly