Thanks for the refresher, and a followup basic question: what methods are best at just ranking relative variance of each dimension/component regardless of unit

Thanks for the refresher, and a followup basic question: what methods are best at just ranking relative variance of each dimension/component regardless of unit scaling? SVDs, ? Edit: Ah right - http://en.wikipedia.org/wiki/Whitening_transformation http://en.wikipedia.org/wiki/Whitening_transformation