Def Effective Rank
The effective rank of a matrix with eigenvalues in descending order is defined as:Prop For all matrix , .
Proof
Thrm Suppose , thenProof Since ,Thus . Subtract the above two equations,It implies . Hence we have
Def Effective Rank
The effective rank of a matrix with eigenvalues in descending order is defined as:Prop For all matrix , .
Proof
Thrm Suppose , thenProof Since ,Thus . Subtract the above two equations,It implies . Hence we have