Eigenvalue Decomposition A=V*D*V^T Random symmetric matrix A: 2.58 -2.75 6.84 2.37 -0.621 -4.58 -2.46 -2.75 -10.1 -4.65 1.96 -0.798 0.399 -2.14 6.84 -4.65 0.111 -0.587 -2.66 -3.84 1.11 2.37 1.96 -0.587 -0.173 0.712 -0.524 5.67 -0.621 -0.798 -2.66 0.712 9.56 -2.63 5.6 -4.58 0.399 -3.84 -0.524 -2.63 -10.1 -5.51 -2.46 -2.14 1.11 5.67 5.6 -5.51 3.9 V^T*A*V (should be diagonal): -15.1 7.29e-14 1.55e-15 -2.8e-09 6.18e-11 4.63e-12 4.33e-13 7.11e-14 -11.2 -7.22e-16 2.02e-09 -5.83e-12 -5.25e-13 2.85e-14 1.67e-15 3.33e-16 -8.04 -4.01e-10 -1.09e-14 -2.78e-16 -1.55e-15 -2.8e-09 2.02e-09 -4.01e-10 -0.643 1.08e-15 4.09e-16 1.41e-08 6.18e-11 -5.83e-12 -1.14e-14 1.22e-15 3.82 -1.83e-15 3.3e-09 4.63e-12 -5.26e-13 -1.55e-15 -7.77e-16 -2.22e-15 11.7 4.93e-10 4.33e-13 2.84e-14 -1.78e-15 1.41e-08 3.3e-09 4.93e-10 15.3 Eigenvalues (should equal the diagonal elements above): -15.1 -11.2 -8.04 -0.643 3.82 11.7 15.3