. . . "A second method taught by the present invention, consists of separating the energy part from the correlation part in R by defining a normalized correlation matrix R0 by R=GR0G where G is a diagonal matrix with the diagonal values equal to the square roots of the diagonal entries of R, that is, ???{square root over (A)}, ???{square root over (B)} . . . , and R0 has ones on the diagonal." .