Fixed rank solutions of the matrix equation with statistical applications
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Publication:3630041
DOI10.1080/00207160701690268zbMath1165.65310MaRDI QIDQ3630041
Publication date: 2 June 2009
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: http://www.informaworld.com/smpp/./content~db=all~content=a794800025
algorithm; numerical examples; matrix equation; least square estimator; canonical correlation decomposition; multivariate reduced rank regression
62J05: Linear regression; mixed models
62H20: Measures of association (correlation, canonical correlation, etc.)
15A23: Factorization of matrices
65F20: Numerical solutions to overdetermined systems, pseudoinverses
15A24: Matrix equations and identities
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Cites Work
- On the matrix equation \(AX=B\) with applications to the generators of a controllability matrix
- On solutions of matrix equation \(AXB+CYD=F\)
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