Hi there,

I have a question I would like yer views on:

If I have an n*m matrix X made up of n measurements of m variables (assuming all the variables measure temperature and so the units are Kelvin (K)). Does this imply that the covariance of X has units K^2?

Also, if S = covariance(X) and S = ULU' (as in singular value decomposition), what are the units of U, L and U'??

Thanks for your help,
Confused Student