A = [ 3.3 6.2 7.1 9.1; -2.3 3.6 0.3 9.7; 6.7 -0.1 1.1 4.8; 8.4 7.7 5.9 -1.8; ] B = [ 1.1 2.2 3.3 4.4; 8.8 7.7 6.6 5.5; 6.1 8.2 9.7 3.6; 6.3 2.9 5.5 8.1; ] C = A * B 158.830 139.610 170.730 147.890 92.090 53.250 72.430 89.330 43.440 36.910 58.520 71.770 101.650 120.930 125.870 85.970 C * B 3376.441 3253.290 3915.041 3279.244 1574.501 1465.606 1849.233 1682.392 1181.715 1067.772 1349.337 1186.150 2485.417 2436.238 2827.357 2261.864 D = A' * A 131.630 76.190 79.670 24.760 76.190 110.700 90.420 77.000 79.670 90.420 86.520 62.180 24.760 77.000 62.180 203.180 inverse(D) 0.020 0.006 -0.027 0.004 0.006 0.067 -0.073 -0.004 -0.027 -0.073 0.116 -0.005 0.004 -0.004 -0.005 0.007 [v,d] = eig(D); diag(d) 5.781 35.665 149.952 340.633 v' 0.166 0.566 -0.807 0.013 0.662 -0.622 -0.295 0.297 0.589 0.159 0.220 -0.761 0.433 0.518 0.461 0.576 v * v' 1.000 0.000 0.000 0.000 0.000 1.000 0.000 0.000 0.000 0.000 1.000 0.000 0.000 0.000 0.000 1.000 sqrtm(D) 10.390 3.048 3.783 0.293 3.048 8.333 4.828 2.943 3.783 4.828 6.603 2.302 0.293 2.943 2.302 13.753 sqrtm(D) * sqrtm(D) 131.630 76.190 79.670 24.760 76.190 110.700 90.420 77.000 79.670 90.420 86.520 62.180 24.760 77.000 62.180 203.180