EXERCISE 14.1
Show that the eigenvalues of

and

are identical. (Hint: Use Theorem
2.6)
EXERCISE 14.2
Perform the canonical correlation analysis for the following subsets of
variables:

corresponding to

price

and

corresponding to

economy, easy handling

from the car marks data (Table
B.7).
EXERCISE 14.3
Calculate the second canonical variables for Example
14.1.
Interpret the coefficients.
EXERCISE 14.4
Use the SVD of matrix

to show that the canonical variables

and

are not correlated.
EXERCISE 14.5
Verify that the number of nonzero eigenvalues of matrix

is equal to

.
EXERCISE 14.6
Express the singular value decomposition of matrices

and

using eigenvalues and eigenvectors of matrices

and

.
EXERCISE 14.7
What will be the result of CCA for

?
EXERCISE 14.8
What will be the results of CCA for

and for

?
EXERCISE 14.9
What results do you expect if you perform CCA for

and

such that

? What if

?