Question

Pavilion x360 bp Creators. Influencers. It's your turn. termine the value of o(20) such that the eigen valves are X=3, 22=1, - I the standard deviation matrix ul2 and using this find the connelation matrix R of a random vector ( x, 72). & Using the results in a. find the ondhogonal matraces ! reducing it to diagonal form : {= PA PT where it a 1 diagonal matrix. P and 1

Answer 1

as we know that

sum of eigen values = trace of a square matrix

product of eigen values = determinant of square matrix

Date buy companion 2= 2 1 2 eigen verlies are d =3, de 10 so find the agen vector corresponding to do 3 2- I b 1 2-0 V= 3 2 27 1 - 11 7) -Hayzone ny zo Hence eigen we too is ergen wecter corresponding to do 2-) 11 WWW ie-n=-y = x+y=0 and nayao So, egennecter is PE we have 2 - PART & A - Z PT

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