Karhunen-Loève transform

Also called Hotelling transform, KLT, principal component transform.

Optimal decorrelating transform: the eigenbasis of the signal covariance matrix.

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Ladder	Level	What the next level needs
Human proof	H0 no proof	add a proof in proofs/ (06.5)
Lean	L0 no Lean part	name a Lean module in the lean field (07)
Visual	V0 none	add viz/scene.ts or a figure (10)
Writing	W0 stub	the section The problem pseudocode in The algorithm complexity claims in the front matter one source with a locator