Orthogonal projections of multidimensional ellipsoids – V – relation between the inverse matrices of the involved quadratic forms and of respective covariance matrices
This series started with four main questions. The first two were: How do we know that an orthogonal projection of a (n-1)-dimensional ellipsoid from its n-dimensional vector space onto a lower p-dimensional sub-space leads to yet another ellipsoid? And how can we derive the matrix defining the quadratic form of the resulting lower dimensional ellipsoid from the matrix describing the… Read More »Orthogonal projections of multidimensional ellipsoids – V – relation between the inverse matrices of the involved quadratic forms and of respective covariance matrices