Apology if my question not clear or appropriate. Consider a complex positive definite sample covariance matrix (SCM) generated by a band limited signal on a set of sensors. Is there a relation between the real and imaginary part of the Eigenvectors of the SCM? Does the real and imaginary part signifies anything?
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The real and imaginary parts will determine the direction of the eigenvector, which will be associated with the variance of the data. See here. – AnonSubmitter85 Apr 07 '15 at 19:15
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Thank you for your comment, but question was related to real and imaginary part individually. As I understand all Eigenvectors are related to direction even if all it's components are real. – Creator Apr 07 '15 at 19:48