Spectral Decomposition of Covariance matrix4 points possible (graded)Find the spectral decomposition of the S. That is, find the eigenvalues and their corresponding eigenvectors.1. Enter the eigenvalues in decreasing order (so λ1 > λ2)λ(1) =λ(2) =2. Find the eigenvectors vλ1 and vλ2. (All scalar multiples will be accepted)vλ1 =vλ2 =SubmitYou have used 0 of 3 attemptsSave
Spectral Decomposition of Covariance matrix4 points possibl…
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