Approximating a symmetric matrix

DOI10.1007/BF02294615MaRDI QIDQ2641074zbMATH OpenOpenAlexFDO

Authors R. A. Bailey, John C. Gower

Publication date 1990

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02294615

zbMATH Keywords

critical dichotomyleast squaresmatrix approximationspositive semi- definitesymmetric matrices

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Review text

For symmetric matrices, it is sometimes necessary to study matrix approximations in which all the diagonal elements get weight w relative to all the off-diagonal elements. This paper studies such approximations for the special case when the approximating matrix is constrained to be positive semi-definite. The main result is that for \(w\geq\) the rank of the approximating matrix is never greater than p, and for \(w\leq\) the rank is at least p, where p is the positivity of the original matrix. Hence, \(w=\) marks a critical dichotomy. Related problems and other norms, in particular stress, are also considered.

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Cited in

(16)

• An approximate solution for a system with a symmetric matrix
• Orthogonality and its approximation in the analysis of asymmetry
• Weighted least squares fitting using ordinary least squares algorithms
• Approximating the inverse of a symmetric positive definite matrix
• On the behaviour of \(K\)-means clustering of a dissimilarity matrix by means of full multidimensional scaling
• Properties of individual differences scaling and its interpretation
• Block matrix approximation via entropy loss function.
• A Symmetry Preserving Algorithm for Matrix Scaling
• A note on the approximated inverse of a non-negative symmetric matrix
• The inertia of the symmetric approximation for low-rank matrices
• scientific article; zbMATH DE number 7404608 (Why is no real title available?)
• scientific article; zbMATH DE number 5583156 (Why is no real title available?)
• Improved Approximation and Visualization of the Correlation Matrix
• Biplots: quantitative data
• The tunneling method for global optimization in multidimensional scaling
• Approximating orthogonal matrices by permutation matrices

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