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array([[9.99274669, 0. ], [0. , 4.91375758], [0. , 0. ]]) You can now add the transformation of Σ to see the result in 3D in Figure 11: Figure 11: Effect of the matrices V^T and Σ: since Σ is a three by two matrix, it transforms two-dimensional vectors into three-dimensional vectors. Finally, you