Question: Show that the eigenvectors for any 2 2 correlation matrix are The first eigenvector satisfies [A I1]1 = 0 subject to the constraint
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The first eigenvector satisfies [A €“ Iλ1]Ï…1 = 0 subject to the constraint ||Ï…1|| = 1. Similarly, for the second eigenvector satisfies [A €“ Iλ2]Ï…2 = 0.
and similarly, 2 2)
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