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deleted 947 characters in body; edited title

edited Aug 30, 2018 at 11:49

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Finding a similarities and differences of sent of matrices

Suppose we have a set of rank deficient covariance matrices. How can I know the similarities and differences between those set of matrices?

Regards,

linear-algebra eigenvalues eigenvector estimation-theory orthogonal-matrices

asked Mar 22, 2018 at 15:24

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