how to find matrix $\mathbb{S}$
$\mathbb{S}\Lambda\mathbb{S}^T=\begin{bmatrix}
1 & \quad & \ast \\
\quad & \ddots \quad \\
\ast &\quad&1
\end{bmatrix}$ where
$ \Lambda=\begin{bmatrix} \mu_1 & 0 & 0&0 \\ 0 &\mu_2&0&0 \\ 0 &0&\ddots&0\\ 0&0&0&\mu_n \end{bmatrix}$ and $\mu_1,\mu_2,...,\mu_n>0.$