Question Three: Spectral Decomposition: Consider The Following Covariance Matrix [1 1 3 E=1 3 1 Obtain P And D Such That E= PDP', Where 3 1 1 D=Diag(2, 2), 22h 2 And P =[V? : V2: Vz]Is The Orthonormal Eigenvector Matrix Of I

 

 

 

Question Three: Spectral Decomposition: Consider the following covariance matrix [113 =1 3 1 311 Obtain P and D such that = PDP', where D= diag(}, }), and P = [v : v2 : v3 ] is the orthonormal eigenvector matrix of