I have this expression, $W= U^TDU$ where $D$ is a diagonal matrix and U consists of orthonormal columns. $U$ and $D$ are not in the same dimensions. Say $U$ is $n\times m$ and $D$ is $n \times n$. Where $m < n$.
Is it possible to get an idea about the eigenvalues of $W$, without doing an explicit calculation. Any hint is appreciated.
Thank you !