Complex principal component analysis: theory and geometrical aspects

DOI10.1007/s00357-022-09412-0OpenAlexW4229000859WikidataQ114229779 ScholiaQ114229779MaRDI QIDQ2169880

Jean-Jacques Denimal, Sergio Camiz

Publication date: 30 August 2022

Published in: Journal of Classification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00357-022-09412-0

zbMATH Keywords

principal component analysiseccentricityexploratory analysiscircularityHermitian spacescomplex correlation coefficientcomplex data tablesholomorphic planesisoclinic planes

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Uses Software

• R

Cites Work

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• Complex-valued random fields for vectorial data: estimating and modeling aspects
• Principal components analysis in the complex case
• Complex random vectors and ICA models: identifiability, uniqueness, and separability
• On the Early History of the Singular Value Decomposition
• Block-Skew-Circulant Matrices in Complex-Valued Signal Processing
• Second-order analysis of improper complex random vectors and processes
• Unitarily Invariant Metrics on the Grassmann Space
• Inequalities: theory of majorization and its applications
• Angles in complex vector spaces

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