by qualiaMachine
Last Updated September 11, 2019 16:19 PM - source

The title says it all. If $X$ is a design matrix (columns containing variables, rows containing observations), I have observed that eigs($X'X$)=eigs($XX'$). I actually found this by accident when I was trying to compute eigenvalues of a covariance matrix in Matlab. Why is this the case? Can someone provide me some intuition, proofs, and/or reading materials?

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