- #1

daviddoria

- 97

- 0

[itex]\sum(x_j-\overline{x})(x_j-\overline{x})^T[/itex]

(from here http://en.wikipedia.org/wiki/Scatter_matrix)

by the weighting kernel

[itex]\sum(x_j-\overline{x})(x_j-\overline{x})^T w(x_j-\overline{x})[/itex]

and then proceed to find the eigenvalues as normal?

Thanks,

David