Analyzing Invariance Properties - Reflector Matrices
In this section the reflector matrix corresponding to each type of discrepancy function will be defined, followed by a discussion of how these matrices may be used to analyze invariance properties. The abbreviated notation will use to stand for the reproduced covariance matrix
.
The reflector matrices for the discrepancy functions analyzed here are
(148)
(149)
(150)
(151)
(152)
where the elements of the symmetric matrix Q are
(153)
where dij is the Kronecker delta,
(154)
and U is the weight matrix referred to in Equation 67.