Hello
To make a long story short, I have a formula I am trying to use to construct a matrix. However I am not sure on how to correctly interprete the formula:
$\chi_i = \mu + [\sqrt{(n+\lambda)\Sigma}]_i$ for i=1...n
$\chi_i = \mu - [\sqrt{(n+\lambda)\Sigma}]_{i-n} $ for i=n+1...2n
source: https://drive.google.com/file/d/0By_SW19c1BfhSVFzNHc0SjduNzg/view page 361/503 chapter 10.10.2
Could somebody show me what form the matrix will have? e.g.:
[ 1,1 1,2 1,3 1,4 1,5 1,6 1,7 1,8 1,9;