library(MASS)
# 次元
no.of.dim<-100
# 標本数
no1.of.sample<-10
no2.of.sample<-10
# トレースの定義
tr=function(w){
  kk=dim(w)
  res=0
  for (i in 1:kk[1]){
    res=w[i,i]+res
  }
  return(res)
}
wishart1<-matrix(rep(0,no.of.dim**2),no.of.dim)
for (i in 1:no1.of.sample){
  x<-rnorm(no.of.dim,0,1)
  wishart1<-wishart1+x%*%t(x)
#print(wishart.matrix)
}
wishart2<-matrix(rep(0,no.of.dim**2),no.of.dim)
for (i in 1:no2.of.sample){
  x<-rnorm(no.of.dim,0,1)
  wishart2<-wishart2+x%*%t(x)
#print(wishart.matrix)
}
a=eigen(ginv(wishart1)%*%wishart2)$values
am=rep(0,no.of.dim)
am=a
for (i in 1:no.of.dim){
if (am[i]<.10e-5)am[i]=0
}
a
am
sum(a)
sum(Re(a))
sum(am)
tr(ginv(wishart1)%*%wishart2)