Here is a list of typos in Homework 4.

• Q1(b): \({\cal C}(X^T V^{-1} X) = {\cal C}(X)\) should be \({\cal C}(X^T V^{-1} X) = {\cal C}(X^T)\)
• Q2(b): \(RG^-R^T (RG^-R^T)^-RG^-\Lambda = RG^-\Lambda\) should be \(RG^-R^T (RG^-R^T)^-RG^-\Lambda^T = RG^-\Lambda^T\)
• Q5(e): The lower right block of matrix in the last equation should be \(B^-B\).

They are corrected in the pdf now.