- #1
binbagsss
- 1,265
- 11
Homework Statement
Hi,
I am trying to follow my book's hint that to find the normalization factor one should
"Diagnoalize ##\Sigma^{-1}## to get ##n## Gaussian which will have variance given by the eigenvalues of ##\Sigma## . Then integrate gives ##\sqrt{2\pi}\Lambda_i##, then use that the product of eigenvalues is the determinant ##.
Homework Equations
What I know:
##\Sigma## is symmetric and so it can be diagnolized ##\Sigma=PDP^{T}## where ##P## is the orthogonal matrix of eigenvectors and ##D## is the matrix of eigenvalues
The Attempt at a Solution
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I'm Stuck:
I am blank as to where start explicitly to be honest, having not done any examples in this, if I have, at least for four years or so.
Many thanks in advance !