First four normalised components ${\widehat{\mathbf{S}}}_{\mathrm{L}}$ in the case we apply PCA on the large-scale only (left column) and the first eight ${\widehat{\mathbf{S}}}_{\mathrm{S}}$ on a small scale. Large-scale components (left column) reflect the coarse structure of the whole-scale PCA decomposition (third column of Fig. 5), whereas, the small-scale components, except the first one to a little extent, do not show any recognisable astrophysical ‘morphology’ in them: they characterise other, small-scale, features, equally crucial in the PCA decomposition (those are the first eight principal components).