Tivadar Danka on Twitter: "Since the covariance matrix is real and symmetric, the spectral decomposition theorem says that we can diagonalize it with orthogonal matrices. (See the spectral theorem: https://t.co/suzbOquw4v) https://t.co/RhRUwOpero" /
The matrix of a linear transformation; proof | Math index Wiki | Fandom
How to Reduce a Matrix to Row Echelon Form: 8 Steps