Two-predictor variance inflation Created 2026-10-05 Updated 2026-10-06
For two centered predictors with squared norms and correlation coefficient , the ordinary least squares estimate of either partial slope has variance . Compared with the same predictor alone and the same error variance, the inflation factor is . The eigenvalues of the slope Gram matrix are and .
Let nonnegative partition-normalized B-splines form a basis, with on the integration interval and . The row-normalized mixed Gram matrix is . The normal equations for the orthogonal projection onto their linear span become , with and . The subpartition of unity for B-splines gives and proves the bound. The ordinary symmetric Gram matrix omits this essential row normalization. The projection maps continuous functions into the spline space, not onto all continuous functions.
Unit vectors with a common inner product Created 2026-10-14 Updated 2026-10-18
For , the Gram matrix of unit vectors with common distinct-pair inner product is . Its eigenvalues are on the all-ones direction and on its orthogonal complement. It is a positive-definite symmetric matrix exactly when , permitting a linearly independent realization in . An explicit construction takes the columns ofThe two orthogonal projections have product zero, so ; positive eigenvalues also make invertible. At either endpoint the corresponding eigenspace becomes a linear dependence.
Vector coloring Created 2026-10-05 Updated 2026-10-14
A vector -coloring, for , assigns a unit vector to each vertex of a graph, such that on every edge. A graph colouring with colors gives a vector -coloring by placing the colors at the vertices of a regular simplex. The Gram matrix of these vectors allows semidefinite programming to search for such a representation.
For the weight on , the normal equations for projecting onto have Gram matrix and right side . Its determinant is , and inversion gives the displayed polynomial. orthogonality of the residual to both basis functions proves best approximation in the weighted norm.