A nearly singular Matrix: |M | Cx| Cy| Cv| Cu| Ct| Cz| |R1 | 3.0| 5.3| 5.6| 3.5| 6.8| 5.7| |R2 | 0.4| 8.2| 6.7| 1.9| 2.2| 5.3| |R3 | 7.8| 8.3| 7.7| 3.3| 1.9| 4.8| |R4 | 5.5| 8.8| 3.0| 1.0| 5.1| 6.4| |R5 | 5.1| 5.1| 3.6| 5.8| 5.7| 4.9| |R6 | 3.5| 2.7| 5.7| 8.2| 9.6| 2.9| Splitting this up into Diagonal Form shows the EigenValues: {=MDiagonal(M:Cz) MU CxU CyU CvU CuU CtU CzU R1U | -0.403927083187059| -0.123898215609863| 0.287702622254744| -0.200314519093036| -0.537524234529712| 0.640047760341526| R2U | -0.353729231942301| 0.373714276480282| 0.751239537361094| 0.209291680058067| 0.322161464947282| -0.152516919360814| R3U | -0.457605896131687| 0.38593372819565| -0.47808462330915| 0.601434167131118| -0.226632721090792| -0.001283183600456| R4U | -0.414094339280133| 0.321510801357695| -0.200358974872614| -0.714971304765253| -0.0887913730022847| -0.407363583813183| R5U | -0.394852054935849| -0.207078846634164| -0.280702672275078| -0.113860880510296| 0.732257990349585| 0.416233289425341| R6U | -0.418250067127441| -0.741479052334937| 0.0732375762447697| 0.173780787079552| -0.10877327418446| -0.477368376191145| 3.00000000000001 5.30000000000001 5.60000000000001 3.50000000000001 6.80000000000001 5.70000000000001 0.400000000000005 8.20000000000001 6.70000000000001 1.90000000000001 2.20000000000001 5.30000000000001 7.80000000000001 8.30000000000002 7.70000000000001 3.3 1.9 4.80000000000001 5.50000000000001 8.80000000000001 3.00000000000001 1 5.1 6.40000000000001 5.10000000000001 5.10000000000001 3.60000000000001 5.80000000000001 5.70000000000001 4.90000000000001 3.5 2.70000000000001 5.70000000000001 8.20000000000001 9.60000000000002 2.90000000000001 MU_D: {30.6345270060248;9.95413519810155;5.35026646242133;4.86732679833729;1.81968172373669;1.11959127302363} MUV CxUV CyUV CvUV CuUV CtUV CzUV R1UV | -0.348552419667681| 0.0909275122485802| -0.905129284244408| 0.0552992879840771| -0.212117645332546| 0.054152288504968| R2UV | -0.510096761889621| 0.540704526724289| 0.134551163812195| -0.155486053496374| 0.313932818646067| -0.553720295051057| R3UV | -0.430994698097156| 0.0777931276378289| 0.330644396438511| 0.687702629653246| -0.46545440126706| 0.0963502782425255| R4UV | -0.317609493220483| -0.543460577627579| -0.0693893116372843| 0.355621112134085| 0.686520114678987| 0.0344048042734964| R5UV | -0.416918405953187| -0.597330204713173| 0.14615884327692| -0.490215128809234| -0.38479291314885| -0.244206476825847| R6UV | -0.397315148288299| 0.202894698527313| 0.164723896828176| -0.364765570162055| 0.14293018011675| 0.787627763921539| } The last Matrix is ortho-normal: {=Transpose(MUV:CzUV) MUV⁺ |R1UV |R2UV |R3UV |R4UV |R5UV |R6UV | CxUV | -0.348552419667681| -0.510096761889621| -0.430994698097156| -0.317609493220483| -0.416918405953187| -0.397315148288299| CyUV | 0.0909275122485802| 0.540704526724289| 0.0777931276378289| -0.543460577627579| -0.597330204713173| 0.202894698527313| CvUV | -0.905129284244408| 0.134551163812195| 0.330644396438511| -0.0693893116372843| 0.14615884327692| 0.164723896828176| CuUV | 0.0552992879840771| -0.155486053496374| 0.687702629653246| 0.355621112134085| -0.490215128809234| -0.364765570162055| CtUV | -0.212117645332546| 0.313932818646067| -0.46545440126706| 0.686520114678987| -0.38479291314885| 0.14293018011675| CzUV | 0.054152288504968| -0.553720295051057| 0.0963502782425255| 0.0344048042734964| -0.244206476825847| 0.787627763921539| } {=MMult(MUV:CzUV,MUV⁺:R3UV) MUV_MUV⁺ MUV_R1UV MUV_R2UV MUV_R3UV R1UV_MUV⁺ | 1| 3.33066907387547E-16| -3.60822483003176E-16| R2UV_MUV⁺ | 3.33066907387547E-16| 1| 1.02695629777827E-15| R3UV_MUV⁺ | -3.60822483003176E-16| 1.02695629777827E-15| 1| R4UV | 1.2490009027033E-16| 3.33066907387547E-16| 5.55111512312578E-16| R5UV | -6.93889390390723E-16| -5.55111512312578E-17| 7.7715611723761E-16| R6UV | 4.44089209850063E-16| 1.38777878078145E-16| 8.60422844084496E-16| } Measurement Matrix scaled by the EigenValues: {=MultDiag(MU:CzU,MU_D) MU_ CxU_ CyU_ CvU_ CuU_ CtU_ CzU_ R1U_ | -12.3741151383588| -1.23329958898411| 1.53928569100023| -0.974996226877581| -0.978123025639271| 0.716591886796692| R2U_ | -10.8363277087568| 3.72000243354543| 4.01933170198798| 1.01869100301566| 0.586231329856807| -0.170756611904816| R3U_ | -14.0185401831623| 3.84163650796688| -2.55788012629028| 2.92737663911296| -0.412399420569629| -0.00143664116075758| R4U_ | -12.6855842197192| 3.20036198436447| -1.07197390370606| -3.47999899172609| -0.161572038677745| -0.45608071338487| R5U_ | -12.0961059403167| -2.0612908360634| -1.5018340933854| -0.554198114990044| 1.3324764820993| 0.466011158382531| R6U_ | -12.8128929766873| -7.38078273350218| 0.391840547971416| 0.84584788198845| -0.197932739064462| -0.534457468001067| } The Product of all 3 Matrices yields the original Matrix: {=MMult(MU_:CzU_,MUV⁺:R3UV) MU__MUV⁺ MU__R1UV MU__R2UV MU__R3UV R1U__MUV⁺ | 3.00000000000001| 5.30000000000003| 5.60000000000003| R2U__MUV⁺ | 0.39999999999999| 8.2| 6.70000000000001| R3U__MUV⁺ | 7.79999999999999| 8.3| 7.69999999999999| R4U_ | 5.49999999999999| 8.8| 3.00000000000001| R5U_ | 5.10000000000003| 5.10000000000005| 3.60000000000004| R6U_ | 3.50000000000001| 2.70000000000002| 5.70000000000002| } {=MU__R1UV=Cx {TRUE;TRUE;TRUE;TRUE;TRUE;TRUE}} {=MU__R1UV:MU__R3UV=Cx:Cz {TRUE,TRUE,TRUE;TRUE,TRUE,TRUE;TRUE,TRUE,TRUE;TRUE,TRUE,TRUE;TRUE,TRUE,TRUE;TRUE,TRUE,TRUE}} This is a Sample *.STX File. 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