Machine Learning, Artificial Intelligence, Data Science.
are symmetrical (usually AᵀA ≠ AAᵀ). In machine learning, the covariance matrix with zero-centered data is in this form. AᵀA is invertible if columns of A are linearly independent. Every symmetric matrix S can be diagonalized (factorized) with Q formed by the orthonormal eigenvectors vᵢ of S and Λ