Invariance of noise-whitened spectral angles to the whitening factor means that any two complete whitening transformations for the same positive-definite covariance give the same angles between transformed shapes. Suppose square invertible matrices satisfy . Put . Since ,
Thus is orthogonal. It may rotate or reflect the whitened coordinates, but preserves their inner products, norms and angles. The noise-whitened angle between spectral signal and nuisance shapes is consequently a property of the shapes and covariance, not a particular whitening algorithm.
For an original example, choose
Direct multiplication gives . With and , the whitened shapes are and , meeting at . Using instead gives and , again at , although the coordinate components differ.
SciPy describes covariance whitening as transforming variables to unit covariance and illustrates it with a precision-matrix construction.[ref] The matrix proof above establishes the invariance independently of an implementation's chosen factor.
The same principle requires covariance-consistent rescaling of whitened spectral coordinates. If raw measurement units change by an invertible matrix , transform both shapes by and covariance by ; then reproduces the same whitened shapes. Changing a plotted channel's scale without transforming its noise model is not this invariant operation.
The claim assumes a full whitening of a positive-definite covariance. Truncating modes can remove information and change angles, while a singular covariance requires restriction to its supported range. Uncertainty in an estimated covariance is also separate from this exact algebraic invariance.
Noninvertible spectral compression versus a coordinate change distinguishes discarding spectral coordinates from expressing the same measurements in different units. The covariance-consistent rescaling of whitened spectral coordinates article assumes an invertible transformation. A compression with fewer independent rows than input coordinates instead has covariance and may lose information even when this covariance is propagated correctly.[ref]
For positive-definite and a known signal shape , compare the squared noise-weighted signal sizes
assuming has independent rows. Put and . Then
The matrix is an orthogonal projector. This proves that compression cannot increase this signal measure under the stated covariance model. The condition for preserving a spectral signal under linear compression is that its whitened shape lie entirely in the retained subspace.
For an original example, let , desired shape and nuisance shape . Keeping only the first channel, , reduces from two to one and makes both shapes the same scalar. An unknown nuisance amplitude can then imitate the desired signal exactly.
Summing instead, , gives desired response two, nuisance response zero and noise variance two. It retains for this particular signal while rejecting that nuisance. Thus a noninvertible map can preserve a chosen estimation task, but cannot in general be reversed to recover every original spectral component.
The primary Raman apparatus records array spectra before subsequent spectral processing.[ref] Choose compression against the scientific signal and nuisance model, and propagate the full covariance. Correct uncertainty accounting does not restore a spectral distinction removed by the map.