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Diagonalisation of
is possible for
.
For ease of notation, write
as follows:
|
(54) |
The eigenvalues are with eigenvectors (
)
|
(55) |
Introduce
|
(56) |
For
diagonalisation is possible,
,
with
and
|
(57) |
Similarly, the diagonalisation of
is achieved.
Write in short notation,
|
(58) |
Then using the result for
it is
|
(59) |
where
defined as above except with the entries of matrix .
The inverse of
will be needed, too:
|
(60) |
Next: Special results for EFM(2)
Up: EFM(2)
Previous: Model specification
Markus Mayer
2009-06-22