Let X denote a vector that varies over the columns of a p x N matrix of
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Let X denote a vector that varies over the columns of a p x N matrix of observations, and let P be a p x p orthogonal matrix. Show that the change of variable X = PY does not change the total variance of the data.
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Related Book For
Linear Algebra And Its Applications
ISBN: 9781292351216
6th Global Edition
Authors: David Lay, Steven Lay, Judi McDonald
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