where ⁠ W ⁠ is the orthogonal matrix arising from eigendecomposition (whose rows consist of suitably selected eigenvectors of ⁠ M ⁠), and ⁠ Λ Λ − − 1 / 2 ⁠ is the diagonal matrix whose diagonal elements are the inverse square roots of the eigenvalues corresponding to the eigenvectors in ⁠ W ⁠.