A = [  3.3+6.2i  7.1+9.1i  2.3+8.2i  -3.2+6.6i;
  -2.3+3.6i  0.3+9.7i  1.9+-4.9i  7.1+7.1i;
  6.7+-0.1i  1.1+4.8i  -9.7+3.7i  -0.01+-0.2i;
  8.4+7.7i  5.9+-1.8i  8.8+9.9i  0+0.1i;
]
B = [  1.1+2.2i  3.3+4.4i  1.2+2.3i  3.4+4.5i;
  8.8+7.7i  6.6+5.5i  3.5+7.2i  -0.3+6.1i;
  6.1+8.2i  9.7+3.6i  -5.1+6.1i  2.3+8.1i;
  6.3+2.9i  5.5+8.1i  8.5+6.7i  9+2.4i;
]

C = A * B
  (-110.110,250.010)  (-97.850,232.290)  (-184.140,104.870)  (-180.090,165.720)
  (-6.590,137.580)  (-57.190,123.300)  (-46.850,179.640)  ( 7.640,85.870)
  (-108.683, 7.081)  (-102.435,66.669)  ( 5.715,-39.797)  (-58.270,-36.804)
  (30.290,189.720)  (91.590,211.200)  (-79.960,68.780)  (-57.070,195.460)

C * B
  (-6919.199,975.010)  (-7883.329,1142.554)  (-5063.800,-1300.820)  (-6178.540,-503.102)
  (-3722.331,2056.288)  (-3437.379,3032.270)  (-2779.525,-251.145)  (-3076.656,877.121)
  (-1449.081,-1030.123)  (-1256.229,-1618.081)  (-1020.338,-1211.081)  (-877.937,-1626.178)
  (-3182.440,3668.914)  (-4212.248,3649.090)  (-3406.522,2136.486)  (-3790.311,2409.382)

D = A' * A
  (242.330, 0.000)  (156.670,-65.660)  (121.210,56.450)  (40.313,-0.771)
  (156.670,65.660)  (289.700, 0.000)  (85.180,142.270)  (107.189, 9.658)
  (121.210,-56.450)  (85.180,-142.270)  (383.380, 0.000)  (25.807,92.557)
  (40.313, 0.771)  (107.189,-9.658)  (25.807,-92.557)  (154.670, 0.000)

inverse(D)
  ( 0.008, 0.000)  (-0.006, 0.001)  (-0.001, 0.002)  ( 0.003, 0.001)
  (-0.006,-0.001)  ( 0.018, 0.000)  (-0.001,-0.010)  (-0.017, 0.002)
  (-0.001,-0.002)  (-0.001, 0.010)  ( 0.010, 0.000)  ( 0.000,-0.012)
  ( 0.003,-0.001)  (-0.017,-0.002)  ( 0.000, 0.012)  ( 0.024, 0.000)

[v,d] = eig(D);

diag(d)
    21.695  114.964  297.042  636.378
v'
  ( 0.167, 0.000)  (-0.581,-0.074)  (-0.005, 0.394)  ( 0.688, 0.029)
  ( 0.829, 0.000)  (-0.302, 0.197)  (-0.172,-0.198)  (-0.327, 0.086)
  ( 0.236, 0.000)  ( 0.420,-0.151)  (-0.582,-0.143)  ( 0.381,-0.491)
  ( 0.479, 0.000)  ( 0.518,-0.241)  ( 0.584, 0.275)  ( 0.139, 0.083)

v * v'
  ( 1.000, 0.000)  ( 0.000, 0.000)  ( 0.000, 0.000)  ( 0.000, 0.000)
  ( 0.000, 0.000)  ( 1.000, 0.000)  ( 0.000, 0.000)  ( 0.000, 0.000)
  ( 0.000, 0.000)  ( 0.000, 0.000)  ( 1.000, 0.000)  ( 0.000, 0.000)
  ( 0.000, 0.000)  ( 0.000, 0.000)  ( 0.000, 0.000)  ( 1.000, 0.000)

sqrtm(D)
  (14.249, 0.000)  ( 4.839,-1.835)  ( 3.176, 1.293)  ( 0.852,-0.206)
  ( 4.839, 1.835)  (14.680, 0.000)  ( 2.138, 4.539)  ( 4.715,-0.063)
  ( 3.176,-1.293)  ( 2.138,-4.539)  (18.171, 0.000)  ( 0.469, 4.007)
  ( 0.852, 0.206)  ( 4.715, 0.063)  ( 0.469,-4.007)  (10.742, 0.000)

sqrtm(D) * sqrtm(D)
  (242.330, 0.000)  (156.670,-65.660)  (121.210,56.450)  (40.313,-0.771)
  (156.670,65.660)  (289.700, 0.000)  (85.180,142.270)  (107.189, 9.658)
  (121.210,-56.450)  (85.180,-142.270)  (383.380, 0.000)  (25.807,92.557)
  (40.313, 0.771)  (107.189,-9.658)  (25.807,-92.557)  (154.670, 0.000)