Remarks on the rows and columns of $P$ in the matrix equation $A=PP^*$.
(English).Czechoslovak Mathematical Journal,
vol. 29
(1979),
issue 1,
pp. 57-61
[1 ] Harold Hotelling: The selection of variates for use in prediction with comments on the general problem of nuisance parameters. Annals of Mathematical Statistics II, (1940), 271 - 283. MR 0002756