I had one doubt about equation 2. Shouldn’t there be only one distance from a sample point to a centroid? How can there be two distances i.e minimum and maximum distances?
]]>Consider \Sigma = [2 0.1; 0.1 3]; If you perform an eigenvalue-eigenvector decomposition, i.e. P = VLV^T. The V obtained is no longer a rotation matrix. It is orthogonal but not a rotation matrix. I think Niranjan Kotha sees the same issue. The problem is that the factorization doesn’t always yield a rotation matrix (orthogonal yes, but not the special orthogonal matrix).
]]>It looks like there is a typo in the 2nd line while deriving equation (6). The lambda square should have a positive sign.
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