Question
Show that if XX is in correlation form, is the diagonal matrix of eigenvalues of XX, and T is the corresponding matrix of eigenvectors, then
Show that if XX is in correlation form, is the diagonal matrix of eigenvalues of XX, and T is the corresponding matrix of eigenvectors, then the variance ination factors are the main diagonal elements of T(1)T
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access with AI-Powered Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started
Precalculus
Authors: Michael Sullivan
9th edition
321716835, 321716833, 978-0321716835
