Is there known relationship between eigenvalues of covariance matrix and correlation matrix?

I've tried to google but didn't find anything talking about it. My intention is that if I have found the eigenvalues of the covariance matrix and need to make some transformation so that the covariance matrix become the correlation matrix and I don't want to recalculate the eigenvalues; is there anyway to know the eigenvalues of the correlation matrix from the eigenvalues I have known?

Thanks,

Answer 1

[Andrew Newell]

The documentation for corrcoef describes the relationship between the matrices. That might imply a relationship between eigenvalues; I'll see if I can come up with it.