PillaiTraceTest
PillaiTraceTest[m1, m2] tests whether the matrices m1 and m2 are independent.
PillaiTraceTest[..., "property"]returns the value of "property".
Examples
m1 = RandomReal[1, {10, 3}];
m2 = RandomReal[1, {10, 3}];
PillaiTraceTest[m1, m2]Please visit the official Wolfram Language Reference for more details.