In addition, E = D −1 M , where D −1 is the orthogonal matrix which is used to transform the matrix M to E. Moreover, when matrix E and B are written as E = D − 1 2 BD 1 2 and B = D − 1 2 M D − 1 2 , we can see that E is similar in structure with matrix B.
e and B will have the same eigenvalues.