can anyone please help?
Given: $\vec{x}$ - vector of rational numbers, $C$ - covariance matrix $C=(\vec x - \overline x)(\vec x - \overline x )^\top$
Prove: $C^{-1} =P^\top P$.
Thanks
can anyone please help?
Given: $\vec{x}$ - vector of rational numbers, $C$ - covariance matrix $C=(\vec x - \overline x)(\vec x - \overline x )^\top$
Prove: $C^{-1} =P^\top P$.
Thanks
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