Please explain as best you can how to get the answer(with theory) and I will give you a thumbs up. Don't simply use chat GPT.

b) Assume that you are given a set of vectors X={xiRD;i=1,,N} that lie on a vector space V. Also assume that there is a DM matrix W with columns comprising the eigenvectors of the covariance matrix =N1i=1N(xi)(xi), where =N1i=1Nxi. If M