The Restricted Singular Value Decomposition: Properties and Applications

DOI10.1137/0612029zbMath0738.15006OpenAlexW1994096801MaRDI QIDQ3977054

Publication date: 25 June 1992

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0612029

zbMATH Keywords

canonical correlation analysis factorization shorted operator generalized matrix inverses generalized eigenvalue problems generalized Schur complements matrix balls restricted singular value decomposition total linear least squares

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Factorization of matrices (15A23) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Theory of matrix inversion and generalized inverses (15A09) Eigenvalues, singular values, and eigenvectors (15A18) Canonical forms, reductions, classification (15A21)

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