- #1
fmilano
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I was reading Turk and Pentland paper 'Eigenfaces for recognition' and they assert that, if M < N, the maximum rank of a covariance matrix is M - 1, being M the number of samples and NxN the size of the covariance matrix.
Is there any simple demonstration of this fact?
Thanks in advance,
Federico
Is there any simple demonstration of this fact?
Thanks in advance,
Federico