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I just read this certifiable tutorial which is indeed informative:

However, I couldn't go further after the following sentence:

The values of x1 and x2 are chosen such that the elements of the S are the square roots of the eigenvalues.

My question is how did they calculate $x_1$ and $x_2$? I cannot relate the sentence above to the obtained values.

Cardinal
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  • @Moo I am talking about that sentence and what follows it. What do you mean? – Cardinal Nov 28 '17 at 05:07
  • I already did that in addition to several other ones. However, I want to understand the highlighted sentence and what follows it. I know how to decompose a matrix in general, but I want to understand what was the intention of the author in that specific source. – Cardinal Nov 28 '17 at 05:12

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