Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more.

Orthogonality

Orthogonality corresponds to the (linear) independence of variables.
 
 
Orthogonal A matrix X is said to be orthogonal if the product XTX is a diagonal matrix. 
Orthonormal A matrix X is said to be orthonormal if the product XTX is the identity matrix I
 
 
Example of an orthogonal matrix:

Last Update: 2012-10-08