In a statistical ensemble with M microstates, we introduce an MxM correlation matrix with correlations among microstates as its elements. Eigen microstates of ensemble can be defined using eigenvectors of the correlation matrix. The eigenvalue normalized by M represents weight factor in the ensemble of the corresponding eigen microstate. In the limit M , weight factors drop to zero in the ensemble without localization of the microstate. The finite limit of the weight factor when M indicates a condensation of the corresponding eigen microstate. This finding indicates a transition into a new phase characterized by the condensed eigen microstate. We propose a finite-size scaling relation of weight factors near critical point, which can be used to identify the phase transition and its universality class of general complex systems. The condensation of eigen microstate and the finite-size scaling relation of weight factors are confirmed using Monte Carlo data of one-dimensional and two-dimensional Ising models.