is there a relationship between eigen values and covariance matrix?

when calculating Principle Component Analysis, we need to compute first the covariance matrix, then we get the eigenvalues and the eigenvectors. if the covariance matrix is n X n, then there are n eigenvalues. is there a relationship between covariance matrix and eigenvalues?

Answer 1

[Walter Roberson]

It appears that there is a relationship; see

http://math.stackexchange.com/questions/23596/why-is-the-eigenvector-of-a-covariance-matrix-equal-to-a-principal-component