Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213)

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Unconstrained representation of orthogonal matrices with application to common principal components
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    Unconstrained representation of orthogonal matrices with application to common principal components (English)
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    16 June 2021
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    orthogonal matrix
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    LU decomposition
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    QR decomposition
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    common principal components
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    FG algorithm
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    leptokurtic-normal distribution
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