Any help with the answers to these would be appreciated!
Thanks.
1. a) Given a matrix M with the representation as M = (I ? A)(I + A)-1 in which I stands for the identity matrix and A is skew-symmetric. What is the inverse of M?
b) Check the commutativity of the matrix product (I ? B)(I + B) for any matrix B.
and
2.a) Covariance matrices are usually symmetric and positive definite. What does that imply for their eigenvalues and eigenvectors?
b) Error ellipses are representations of covariance matrices of order 2. How are they constructed from the eigenvectors and eigenvalues?
Thanks.
1. a) Given a matrix M with the representation as M = (I ? A)(I + A)-1 in which I stands for the identity matrix and A is skew-symmetric. What is the inverse of M?
b) Check the commutativity of the matrix product (I ? B)(I + B) for any matrix B.
and
2.a) Covariance matrices are usually symmetric and positive definite. What does that imply for their eigenvalues and eigenvectors?
b) Error ellipses are representations of covariance matrices of order 2. How are they constructed from the eigenvectors and eigenvalues?