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 Oct26 awarded Popular Question Sep24 awarded Autobiographer Jul2 awarded Curious Jan12 awarded Popular Question Apr16 comment For a covariance matrix, what would be the properties associated with the eigenvectors space of this matrix? How to set things up? and what would be the U*transpose(U) Apr16 asked For a covariance matrix, what would be the properties associated with the eigenvectors space of this matrix? Apr12 asked What is the difference between $\mathbf X\mathbf X^\prime$ and $(\mathbf X-\mu)(\mathbf X-\mu)^\prime$? Apr10 comment What is the meaning of the multiplication of matrix which is composed of eigenvectors and the transpose of it? Yes, matrix A is symmetric, positive, semidefinite Apr10 revised What is the meaning of the multiplication of matrix which is composed of eigenvectors and the transpose of it? added 50 characters in body Apr10 comment What is the meaning of the multiplication of matrix which is composed of eigenvectors and the transpose of it? @user8268: it is definitely inner product, but I'd like to know the properties of this matrix, I guess it is the projection matrix , it is orthogonal, and if I want to project a new sample vector to this matrix, so to do dimensionality reduction, correct me. Apr10 revised What is the meaning of the multiplication of matrix which is composed of eigenvectors and the transpose of it? deleted 9 characters in body Apr10 comment What is the meaning of the multiplication of matrix which is composed of eigenvectors and the transpose of it? Hope I am clear enough now. Apr10 awarded Editor Apr10 revised What is the meaning of the multiplication of matrix which is composed of eigenvectors and the transpose of it? added 107 characters in body Apr10 asked What is the meaning of the multiplication of matrix which is composed of eigenvectors and the transpose of it? Nov28 awarded Student Nov28 asked how to diagonalize a large sparse symmetric matrix, to get the eigenvalues and eigenvectors Oct11 asked how to find co-prime numbers