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Results tagged with matrix-analysis
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user 108236
The study of the properties of real and complex matrices that are more close to analysis and operator theory. For instance: the properties of positive definite matrices, matrix inequalities, perturbation analysis, matrix functions, inequalities between eigenvectors and singular values, majorization.
2
votes
Matrix trace & norm
A more general version of the result Beenakker cites that allows for normal $B$ (not just symmetric):$\newcommand\tr{\operatorname{tr}}\newcommand\E{\mathbb{E}}$
Take $x\sim\mathcal{N}(0,I)$ and reca …
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