Diagonal is sum of variances In general, these will be larger when “within” class variance is larger (a bad thing) Sw(iris[,1:4],iris[,5]) Sepal.Length Sepal.Width Petal.Length Petal.Width Sepal.Length Sepal.Width Petal.Length Petal.Width
When clusters are far apart their means are far from the global mean The differences between the means grow