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when toggle format what by license comment
Apr 13, 2017 at 12:58 history edited CommunityBot
replaced http://mathoverflow.net/ with https://mathoverflow.net/
May 31, 2014 at 8:48 comment added jaraujo Thanks Dima. I went for something close to that using SVD and similar to the new answer I got.
May 26, 2014 at 11:28 history edited Dima Pasechnik CC BY-SA 3.0
corrected nonsense; Post Made Community Wiki
May 26, 2014 at 7:52 history edited Dima Pasechnik CC BY-SA 3.0
to address the changes in the question
May 26, 2014 at 7:40 comment added jaraujo Hi Dima. I made a typo as $X$ is positive semidefinite. Sorry about that. I just edited my question
May 26, 2014 at 7:22 history answered Dima Pasechnik CC BY-SA 3.0