The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model
LINEAR ALGEBRA AND ITS APPLICATIONS, cilt.436, sa.9, ss.3337-3346, 2012 (SCI-Expanded)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 436 Sayı: 9
- Basım Tarihi: 2012
- Doi Numarası: 10.1016/j.laa.2011.11.028
- Dergi Adı: LINEAR ALGEBRA AND ITS APPLICATIONS
- Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
- Sayfa Sayıları: ss.3337-3346
- Çanakkale Onsekiz Mart Üniversitesi Adresli: Hayır
Özet
We derive the spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model. The derivation is based on determining the distinct eigenvalues of a covariance matrix and then obtaining a principal idempotent matrix for each distinct eigenvalue. Examples are given to illustrate the results. (C) 2011 Elsevier Inc. All rights reserved.