对两因子验证关系∑=LL'+亚. TExample Example 考虑协方差矩阵 19 30 2 12 30 = 57 5 23 2 5 38 47 12 23 47 68 可以解出 2 0 0 0 4 0 0 1 0 0 0 0 3 =LL'+亚. Previous Next First Last Back Forward 9↑Example 对两因子验证关系 Σ = LL′ + Ψ. ↓Example 考虑协方差矩阵 Σ =       19 30 2 12 30 57 5 23 2 5 38 47 12 23 47 68       . 可以解出 Σ =     4 1 7 2 −1 6 1 8     [ 4 7 −1 1 1 2 6 8 ] +     2 0 0 0 0 4 0 0 0 0 1 0 0 0 0 3     = LL′ + Ψ. Previous Next First Last Back Forward 9