Is covariance matrix always symmetric? (looks like order of multiplying Iy and Ix doesn't matter.
mpotoole
@arvinwu168 Not only is it square and symmetric, it is also positive semidefinite; this also means that the eigenvalues of a covariance matrix are always real and non-negative. And yes---here, $I_y I_x$ and $I_x I_y$ are identical (multiplication between scalars is commutative).
Is covariance matrix always symmetric? (looks like order of multiplying Iy and Ix doesn't matter.
@arvinwu168 Not only is it square and symmetric, it is also positive semidefinite; this also means that the eigenvalues of a covariance matrix are always real and non-negative. And yes---here, $I_y I_x$ and $I_x I_y$ are identical (multiplication between scalars is commutative).