Issues-with-covaraince-matrix.md

@@ -104,7 +104,7 @@ The black dashed trace shows the median, which increases rapidly for both the ev
 
 
 ## Various properties of the covariance matrix
-For this demonstration, we use the 10 largest likelihood samples from PE run. We calculate the difference of norms of $`Sigma(k)\Sigma^{-1}(k)`$ and $I(k)$, where $`Sigma(k)$ is reduced covariance matrix with a rank of k and $I(k)$ is the identity matrix with rank k.
+For this demonstration, we use the 10 largest likelihood samples from PE run. We calculate the difference of norms of $`Sigma(k)\Sigma^{-1}(k)`$ and $I(k)$, where $`Sigma(k)`$ is reduced covariance matrix with a rank of k and $`I(k)`$ is the identity matrix with rank k. The norm is calculated using the Frobenius method.
 
 ### GW190412