17. Let V and S be p X P matrices, V of rank a .s; p and...
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17. Let V and S be p X P matrices, V of rank a .s; p and S nonsingular, and let A\, .. . , Aa denote the nonzero roots of IV - ASI = O. Then (i) 1-'; = 1/(1 + A;), i = 1, . . . ,
a, are the a smallest roots of ( 63) IS - 1-'( V + S)I = 0 (the other p - a being = 1); (ii) o, = 1 + A; are the a largest roots of (64) IV + S - uSI = o.
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