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Aug 12, 2020 at 12:30 vote accept Rajesh D
Aug 11, 2020 at 5:49 comment added Rajesh D Thank you for the enlightening answer. I am trying to see what best can be said about $\tilde{E}$. Neverthless $\tilde{E}$ is not well defined, irrespective of how we choose the eigenvector matrix $\tilde{E}$, can we always say the following : Let $\Sigma$ is any constant diagonal matrix, as $\epsilon\to 0$, $\tilde{E}\Sigma\tilde{E}^T$ always converges to some matrix.
Aug 10, 2020 at 17:37 history answered Robert Israel CC BY-SA 4.0