The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model


Guven B.

LINEAR ALGEBRA AND ITS APPLICATIONS, cilt.436, ss.3337-3346, 2012 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 436 Konu: 9
  • Basım Tarihi: 2012
  • Doi Numarası: 10.1016/j.laa.2011.11.028
  • Dergi Adı: LINEAR ALGEBRA AND ITS APPLICATIONS
  • Sayfa Sayıları: ss.3337-3346

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.