Spectrum Of A Matrix
In mathematics, the spectrum of a (finite-dimensional) matrix is the set of its eigenvalues. This notion can be extended to the spectrum of an operator in the infinite-dimensional case.
The determinant equals the product of the eigenvalues. Similarly, the trace equals the sum of the eigenvalues. From this point of view, we can define the pseudo-determinant for a singular matrix to be the product of all the nonzero eigenvalues (the density of multivariate normal distribution will need this quantity).
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