The generalized symmetric eigenproblem in multivariate statistical models

DOI10.1080/03610927708827490zbMath0366.62075OpenAlexW3122004797MaRDI QIDQ4142544

Claude Cohen

Publication date: 1977

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/96.pdf

Mathematics Subject Classification ID

Multivariate analysis (62H99)

Uses Software

• SPSS

Cites Work

• Handbook series linear algebra. Linear least squares solutions by Householder transformations
• Reduction of the symmetric eigenproblem \(Ax =\lambda Bx\) and related problems to standard form
• Singular value decomposition and least squares solutions
• On inverting a class of patterned matrices
• A principal axis transformation for non-hermitian matrices
• Unnamed Item
• Unnamed Item

This page was built for publication: The generalized symmetric eigenproblem in multivariate statistical models