A generalization of the Eckart-Young-Mirsky matrix approximation theorem
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Publication:1091453
DOI10.1016/0024-3795(87)90114-5zbMath0623.15020MaRDI QIDQ1091453
Alan J. Hoffman, Gene H. Golub, G. W. Stewart
Publication date: 1987
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(87)90114-5
Frobenius norm; rank; singular values; total least squares; matrix approximation; multiple correlations; unitarily invariant matrix norm; variance inflation factors
62H20: Measures of association (correlation, canonical correlation, etc.)
15A24: Matrix equations and identities
15A60: Norms of matrices, numerical range, applications of functional analysis to matrix theory
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