 In PCA/SVD, we construct 
covariance matrix formula_2
and Gram matrix formula_3
and compute their eigenvectors formula_6 and 
formula_7.Since formula_8, we have
If we retain only formula_10 principal eigenvectors in formula_11, 
this gives low-rank approximation of formula_12.Here we deal with a set of 2D matrices formula_13.