Extrema of sums of heterogeneous quadratic forms
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Publication:1375540
DOI10.1016/S0024-3795(97)00230-9zbMath0893.65030MaRDI QIDQ1375540
Marianna Bolla, György Michaletzky, Gábor Tusnády, Margit Ziermann
Publication date: 24 August 1998
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
convergence; Stiefel manifold; critical points; iteration algorithm; maximum; polar decomposition; quadratic functional; multivariate statistical analysis
62J05: Linear regression; mixed models
65K05: Numerical mathematical programming methods
90C20: Quadratic programming
15A63: Quadratic and bilinear forms, inner products
65C99: Probabilistic methods, stochastic differential equations
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