def _update_Pxy_diag(self):
for r in range(<NUM_LIT:1>):<EOL><INDENT>Phi_x_half = self.Phi_x**<NUM_LIT:0.5><EOL>Phi_x_neghalf = self.Phi_x**-<NUM_LIT:0.5><EOL>symm_p = (Phi_x_half * (self.Pxy[r] * Phi_x_neghalf).transpose()).transpose()<EOL>(evals, evecs) = scipy.linalg.eigh(symm_p)<EOL>self.D[r] = evals<EOL>self.Ainv[r] = evecs.transpose() * Phi_x_half<EOL>self.A[r] = (Phi_x_neghalf * evecs.transpose()).transpose()<EOL><DEDENT>
Update `D`, `A`, `Ainv` from `Pxy`, `Phi_x`.