样本相关系数矩阵的等行和分解算法

Algorithm of Equal Line Sum Decomposition for Sample Correlation Coefficient Matrix

借助Gram—Schmidt共轭化过程，提出了对样本相关系数矩阵实施等行和分解的一种算法．由于算法中涉及的主要运算仅是Gram—Schmidt共轭化过程，故算法简单实用．

Using the Gram-Schmidt conjugate procedure,a new algorithm of equal line sum decomposition for sample correction coefficient matrix is put forward. The main calculation in the algorithm is the Gram-Schmidt conjugate procedure. Thus the algorithm is simple and applicable.