I was tinkering with stock data and trying to find a new basis for correlation coefficients. I decided to multiply the eigenvectors matrix of Transpose A multiplied A, to the covariance matrix. I ended up with a symmetric matrix of really small values. What is the interpretation of this multiplication?
2026-03-29 20:21:45.1774815705
Whats is the interpretation of eigvectors * Covariance Matrix * eigenvetors.T? Where the eigen vectors of A.T*A.
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