Fixed rank solutions of the matrix equation with statistical applications

DOI10.1080/00207160701690268zbMath1165.65310MaRDI QIDQ3630041

Yong Hui Liu

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

zbMATH Keywords

algorithm; numerical examples; matrix equation; least square estimator; canonical correlation decomposition; multivariate reduced rank regression

Mathematics Subject Classification ID

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

Cites Work

• On the matrix equation \(AX=B\) with applications to the generators of a controllability matrix
• On solutions of matrix equation \(AXB+CYD=F\)
• Perturbation analysis of the canonical correlations of matrix pairs
• The maximal and minimal ranks of some expressions of generalized inverses of matrices
• Upper and lower bounds for ranks of matrix expressions using generalized inverses
• Ranks of Solutions of the Matrix Equation AXB = C
• Preconditioned conjugate gradient method and generalized successive over relaxation method for the weighted least squares problems
• Preconditioned Conjugate Gradient Method and Generalized Successive Overrelaxation Method for the Least Squares Problems
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions