
CHARACTERISTIC ROOTS AND VECTORS 1.1. Statement of the
... 1.5. Characteristic vectors. Now return to the general problem. Values of λ which solve the determinantal equation are called the characteristic roots or eigenvalues of the matrix A. Once λ is known, we may be interested in vectors x which satisfy the characteristic equation. In examining the genera ...
... 1.5. Characteristic vectors. Now return to the general problem. Values of λ which solve the determinantal equation are called the characteristic roots or eigenvalues of the matrix A. Once λ is known, we may be interested in vectors x which satisfy the characteristic equation. In examining the genera ...
computing the joint distribution of general linear combinations of
... For any diagonal matrix D with strictly positive entries on the diagonal, (E3) Q(A, b, λ, p) = Q(DA, Db, λ, p). Let (A, b) denote the set of inequalities in (14). Property E1 follows from the exchangeability of the spacings. Property E2 reflects the fact that we can arbitrarily re-order the inequalit ...
... For any diagonal matrix D with strictly positive entries on the diagonal, (E3) Q(A, b, λ, p) = Q(DA, Db, λ, p). Let (A, b) denote the set of inequalities in (14). Property E1 follows from the exchangeability of the spacings. Property E2 reflects the fact that we can arbitrarily re-order the inequalit ...