Accession Number : AD0664842

Title :   THE DIAGONALISATION OF A CERTAIN COVARIANCE MATRIX.

Descriptive Note : Technical rept.,

Corporate Author : ROYAL AIRCRAFT ESTABLISHMENT FARNBOROUGH (ENGLAND)

Personal Author(s) : James,P. W.

Report Date : SEP 1967

Pagination or Media Count : 15

Abstract : The eigenvalues of the N x N matrix are derived for arbitrary N.

Descriptors :   (*MATRICES(MATHEMATICS), PROBLEM SOLVING), RANDOM VARIABLES, SERIES(MATHEMATICS), DETERMINANTS(MATHEMATICS), TRANSCENDENTAL FUNCTIONS, APPROXIMATION(MATHEMATICS)

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE