22. If x, a, and b are n x 1 vectors and A and B are n...
Question:
22. If x,
a, and b are n x 1 vectors and A and B are n x n matrices such that A + B is nonsingular, show that
(x - a)'A(x -
a) + (x - b)'B(x - b)
= (x - c)'(A + B)'(x -
c) + (a - b)'A(A + B)'B'(a - b), where c = (A + B)'(Aa + Bb).
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Related Book For
Matrices With Applications In Statistics
ISBN: 9780534980382
2nd Edition
Authors: Franklin A Graybill
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