eigenvectors + anisotropic multivariate normal
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Eigenvectors and the (Anisotropic) Multivariate Normal Distribution 41 8 Eigenvectors and the (Anisotropic) Multivariate Normal Distribution EIGENVECTORS [I don’t know if you were properly taught about eigenvectors here at Berkeley, but I sure don’t like the way they’re taught in most linear algebra books. So I’ll start with a review. You all know the definition of an eigenvector:] Given square matrix A, if Av = v for some vector v , 0, scalar , then v is an eigenvector of A and is the eigenvalue of A associated w/v. [But what does that mean? It means that v is…
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