Some Basic Matrix Theorems
For a paper summarizing the most important theorems and proofs of regression theory.
1. Click here for the Theorems, containing the following:
- 1. The eigenvalues of a symmetric matrix are real
- 2. The eigenvectors of a symmetric matrix corresponding to distinct eigenvalues are orthogonal
- 3. If λi is a repeated root with multiplicity m>=2, then there exist m orthonormal vectors corresponding to λi