Generalized eigenvalue problems with positive semi-definite matrices

DOI10.1007/BF02293853zbMath0487.65020OpenAlexW2026981944MaRDI QIDQ1165554

Jan de Leeuw

Publication date: 1982

Published in: Psychometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02293853

zbMATH Keywords

optimal scalingpositive semi-definite matricessimultaneous diagonalizationgeneralized eigenvalue problems

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of matrix norms, conditioning, scaling (65F35) Conditioning of matrices (15A12)

Related Items (9)

Describing the elephant: Structure and function in multivariate data ⋮ Maximization of sums of quotients of quadratic forms and some generalizations ⋮ Consistency of the total least squares estimator in the linear errors-in-variables regression ⋮ Quadratic minimisation problems in statistics ⋮ Applications of quadratic minimisation problems in statistics ⋮ The BLUE's covariance matrix revisited: A review ⋮ Some Nonparametric Asymptotic Results for a Class of Stochastic Processes ⋮ Regularized multiple-set canonical correlation analysis ⋮ Alternative weights and invariant parameters in optimal scaling

Cites Work

• Unnamed Item
• Some results on proper eigenvalues and eigenvectors with applications to scaling
• A canonical form for a pair of real symmetric matrices that generate a nonsingular pencil
• A recurring theorem about pairs of quadratic forms and extensions: A survey
• An effective criterion for congruence of real symmetric matrix pairs
• Normal matrix pencils
• On the simultaneous diagonalization of two semi-definite matrices

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