[S] To Erin!

[Leyla Khoury <lmk06@uow.edu.au>]

Hello Erin!

Thanks for your mail.

\sigma is symmetric and positive definite (it is the var/cov matrix)
/\ is the diagonal matrix obtaining all nonzero eigenvalues of \Sigma.
A is the unknown matrix, 5x5

Thanks ERIN!!

Leyla
lmk06@uow.edu.au

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