5-矩陣的跡

https://blog.csdn.net/quintind/article/details/78452471

https://blog.csdn.net/realitycss/article/details/79939254

https://www.zybang.com/question/a4e817f4ae284f972a0c601d669bcfe0.html

https://www.zhihu.com/question/20533117

https://blog.csdn.net/qq_39742013/article/details/82116970
協方差矩陣

https://www.cnblogs.com/terencezhou/p/6235974.html

https://blog.csdn.net/chenxin0620/article/details/52920211
協方差的物理意義

https://blog.csdn.net/sinat_33588424/article/details/79695983