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Matrix square factorization

  1. Feb 22, 2013 #1
    Hi All,

    I often see this term when factorizing out a matrix from brackets

    A(some other term)A^T

    where I assume A A^T represents the square within the bracket term, can someone explain the reasoning behind expressions of this kind or point me in the correct direction

    Many thanks
  2. jcsd
  3. Feb 22, 2013 #2
    Can you give a concrete example?
  4. Feb 22, 2013 #3
    For example when removing the L term from the variance in the attached equations, can you make this out?

    Attached Files:

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