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- From: kavuri@lips1.ecn.purdue.edu (Surya N Kavuri )
- Subject: sum of eigenvalues of a covariance matrix = trace ?
- Message-ID: <1993Jan9.194845.8567@noose.ecn.purdue.edu>
- Sender: news@noose.ecn.purdue.edu (USENET news)
- Organization: Purdue University Engineering Computer Network
- Date: Sat, 9 Jan 1993 19:48:45 GMT
- Lines: 5
-
- Is the sum of the eigenvalues of a covariance matrix equal to
- its trace ?
-
- Surya Kavuri
-
-