Eigenvectors of a Symmetric Matrix
q Any symmetric matrix R can be decomposed in the following way
through a diagonalization, or eigenanalysis:
q Where E is the matrix with the eigenvectors ei as its columns, and L is
the matrix with the eigenvalues li, along its diagonal and zeros
elsewhere.
q The set of eigenvectors, ei, and associated eigenvalues, li, represent a
coordinate transformation into a coordinate space where the matrix R
becomes diagonal.