Tao’s equation aims to get the eigenvectors from Hemi-matrix from the eigenvalues of the matrix as well as the sub matrix. This could allow to calculate the eigenvectors to be easy and more flexible. Results R code (Simple one) set.seed(1992) dat = mvtnorm::rmvnorm(100,sigma = diag(10)) dat.std = scale(dat) # get variance-covariance matrix A = cov(dat.std) lam_A = eigen(A)$values n = nrow(A) res = rep(1, n) for