from org.ejml.simple import SimpleMatrix 

# create 3 matricies
S=SimpleMatrix([[1,2,3,4],[3,4,4,5],[3,3,3,1],[3,3,1,1]])
H=SimpleMatrix([[1,0,0,4],[1,4,0,5],[2,3,1,1],[2,3,1,1]])
P=SimpleMatrix([[1,0,0,4],[1,4,0,5],[2,1,1,2],[1,2,2,1]])

SIN=S.invert() # invert
# complex operation: invert, multiply,transporse
K = P.mult(H.transpose().mult(S.invert()));
K.eig() # Computes the eigen value decomposition of 'this' matrix 

K.print()