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- orthogonal eigenvectors 3 answers
I've often seen this property used when dealing with covariance matrices, which have just have every desirable property imaginable (e.g. they are symmetric, contain only real numbers, and are positive semi-definite), but I don't recall every seeing any use of this property outside of this context. Is it just a useful property of covariance matrices? Or is it a result of some of their non-unique properties, and if so, which properties?