THE DIAGONALISATION OF A CERTAIN COVARIANCE MATRIX.

Abstract

The eigenvalues of the N x N matrix are derived for arbitrary N.

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1967
Accession Number
AD0664842

Entities

People

  • P. W. James

Organizations

  • Royal Aircraft Establishment

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Differential Equations
  • Eigenvalues
  • Equations
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics

Fields of Study

  • Mathematics