A generalization of the Eckart-Young-Mirsky matrix approximation theorem
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Publication:1091453
DOI10.1016/0024-3795(87)90114-5zbMath0623.15020OpenAlexW2058512713MaRDI QIDQ1091453
Gene H. Golub, G. W. Stewart, Alan J. Hoffman
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 normranksingular valuestotal least squaresmatrix approximationmultiple correlationsunitarily invariant matrix normvariance inflation factors
Measures of association (correlation, canonical correlation, etc.) (62H20) Matrix equations and identities (15A24) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)
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