Claim that C=H~TH~, where H~∈RG−1×G. That is to say
C=(I−1NKKT)=H~H~T
so
(K,H~T) is an orthogonal matrix. From
the theory of orthogonal contrasts for unbalanced data , we have the
G−1 orthogonal contrasts have the following form:
δr=nr+1−−−−√(∑h=1rnh(μ¯h−μ¯r+1))
Denoted by hr the rth row of H~. Then from the definition of orthogonal contrasts, for some constant Cr,
Centering data setApplication1. Centering data setIf we have a data set X∈Rn×pX\in \mathbb{R}^{n\times p}(each row is a sample), then column mean of this data set can be expressed in X¯=1nXT1n\bar