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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Linear Algebra And Its Applications

ISBN: 9781292351216

6th Global Edition

Authors: David Lay, Steven Lay, Judi McDonald

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Question Posted: May 16, 2023 08:55 AM

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Let X denote a vector that varies over the columns of a p x N matrix of

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To show that the change of variable X PY does not change the total variance of the data we need to d...View the full answer

Linear Algebra And Its Applications

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