······
英语形式:
The linear transformation defined by the eigenvectors of Σ leads to vectors that are uncorrelated regardless of the form of the distribution
······
这里的证明还是比较难找的,同时还牵扯到了矩阵分析。所以这个地方仅仅是找了一个链接,学完之后在补充相应的证明。
······
英语形式:
The linear transformation defined by the eigenvectors of Σ leads to vectors that are uncorrelated regardless of the form of the distribution
······
这里的证明还是比较难找的,同时还牵扯到了矩阵分析。所以这个地方仅仅是找了一个链接,学完之后在补充相应的证明。