A simple proof of the generalized Craig-Sakamoto theorem

作者：Zhang Jin^*; Yi Jikun

来源：Linear Algebra and Its Applications, 2012, 437(3): 781-782.

DOI：10.1016/j.laa.2012.02.028

• Eigenvalues
• Independence
• Quadratic forms
• Symmetric matrices

The Craig-Sakamoto theorem establishes the independence of two quadratic forms in normal variates. In this article, we provide a simple proof of a generalized Craig-Sakamoto theorem.

• 出版日期2012-8-1
• 单位云南大学