Second Moment Matrix


![M is symmetric so we can decompose](https://www.notion.so/image/https%3A%2F%2Fs3-us-west-2.amazonaws.com%2Fsecure.notion-static.com%2Fc195c986-aa3f-4dee-af61-45d5c7f97adb%2FUntitled.png?table=block&id=e6ecaaa5-96d9-459a-963c-2506aca12d54&cache=v2)