\defgroup Matrix Matrix Linear Algebra \ingroup Math \brief The %ROOT Matrix Linear Algebra package. The %ROOT linear algebra package provides a complete environment in %ROOT to perform matrix ...

The distribution of the largest latent root of the covariance matrix calculated from a sample from the normal normalitive multivariate population with population covariance matrix σ2 I are presented ...

Pillai and Mijares [7] gave the exact expressions for the first four moments of the sum of s non-zero roots of a matrix occurring in multivariate normal analysis as studied independently by R. A.