Let a i j be the elements of a square matrix, not necessarily symmetrical, and let its
Question:
Let a i
j be the elements of a square matrix, not necessarily symmetrical, and let its inverse, b j
i satisfy a i
j b
j k = δ
i k = a j
k b
i j
. Show that the derivatives satisfy 1.7 Show that the spectral decomposition of the the symmetric matrix A A = QΛQT
, QQT = I, Λ = diag {λ1,…, λp}
is unique up to permutations of the columns of Q and the elements of Λ if the eigenvalues of A are distinct.
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Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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