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1 exercise(s) shown, 0 hidden
BBy Bot
May 08'24
[math]
\newcommand{\R}{\mathbb{R}}
\newcommand{\A}{\mathcal{A}}
\newcommand{\B}{\mathcal{B}}
\newcommand{\N}{\mathbb{N}}
\newcommand{\C}{\mathbb{C}}
\newcommand{\Rbar}{\overline{\mathbb{R}}}
\newcommand{\Bbar}{\overline{\mathcal{B}}}
\newcommand{\Q}{\mathbb{Q}}
\newcommand{\E}{\mathbb{E}}
\newcommand{\p}{\mathbb{P}}
\newcommand{\one}{\mathds{1}}
\newcommand{\0}{\mathcal{O}}
\newcommand{\mat}{\textnormal{Mat}}
\newcommand{\sign}{\textnormal{sign}}
\newcommand{\CP}{\mathcal{P}}
\newcommand{\CT}{\mathcal{T}}
\newcommand{\CY}{\mathcal{Y}}
\newcommand{\F}{\mathcal{F}}
\newcommand{\mathds}{\mathbb}[/math]
If [math]A[/math] is a matrix of size [math]n\times d[/math], and [math]Y=AX[/math], then prove that
[[math]]
K_Y=AK_XA^T.
[[/math]]