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


Guven B.

LINEAR ALGEBRA AND ITS APPLICATIONS, vol.436, no.9, pp.3337-3346, 2012 (Journal Indexed in SCI) identifier identifier

  • Publication Type: Article / Article
  • Volume: 436 Issue: 9
  • Publication Date: 2012
  • Doi Number: 10.1016/j.laa.2011.11.028
  • Title of Journal : LINEAR ALGEBRA AND ITS APPLICATIONS
  • Page Numbers: pp.3337-3346

Abstract

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.