two components. Determine the canonical variates corresponding to the nonzero canonical correlation. Generalize the results in Part a to the case where X has p components and X) has q >p components.
two components. Determine the canonical variates corresponding to the nonzero canonical correlation. Generalize the results in Part a to the case where X has p components and X) has q >p components.
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Transcribed Image Text:8. Let P12
and pu = pm =
the corresponding to equal
correlation structure. where x and X each have two components.
(a) Determine the canonical variates corresponding to the nonzero canonical
correlation.
(b) Generalize the results in Part a to the case where X has p components
and X) has q >p components.
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