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| | In linear algebra terms, a correlation matrix is a symmetric positive semidefinite matrix with unit diagonal. In other words, it is a symmetric matrix with ones on the diagonal whose eigenvalues are all nonnegative. The term comes from statistics. If $latex x_1, x_2, \dots, x_n$ are column vectors with $latex m$ elements, each vector containing...
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| The Ultimate GCSE Foundation Maths Revision Video and Booklet - Edexcel AQA OCR - Corbettmaths