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 May 7 awarded Notable Question Oct 26 awarded Popular Question Sep 24 awarded Autobiographer Jul 2 awarded Curious Jan 12 awarded Popular Question Apr 16 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) Apr 16 asked For a covariance matrix, what would be the properties associated with the eigenvectors space of this matrix? Apr 12 asked What is the difference between $\mathbf X\mathbf X^\prime$ and $(\mathbf X-\mu)(\mathbf X-\mu)^\prime$? Apr 10 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 Apr 10 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 Apr 10 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. Apr 10 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 Apr 10 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. Apr 10 awarded Editor Apr 10 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 Apr 10 asked What is the meaning of the multiplication of matrix which is composed of eigenvectors and the transpose of it? Nov 28 awarded Student Nov 28 asked how to diagonalize a large sparse symmetric matrix, to get the eigenvalues and eigenvectors Oct 11 asked how to find co-prime numbers