Machine Learning, Artificial Intelligence, Data Science.
matrix S has n real eigenvalues λᵢ with n chosen orthonormal eigenvectors vᵢ. These eigenvalues can form a diagonal matrix Λ as diag(λ). We can also concatenate eigenvectors vᵢ to form V. i.e., We rename V as Q. Because Q is orthogonal, it is invertible and Qᵀ = Q⁻ ¹. Therefore, the symmetric