Two purposes for matrix factorization: A historical appraisal

Matrix factorization in numerical linear algebra (NLA) typically serves the purpose of restating some given problem in such a way that it carl Le solved more readily; for example, one major application is in the solution of a linear system of equations, In contrast, within applied statistics/psychometrics (AS/P), a much more common use for matrix-factorization is in presenting, possibly spatially, the structure that may be inherent in a given data matrix obtained on a collection of objects observed over a set of variables. The actual components of a factorization are now of prime importance and not just as a mechanism for solving another problem. We review some connections between NLA and AS/P and their respective concerns with matrix factorization and the subsequent rank reduction of a matrix. We note in particular that several results available for many decades in AS/P were more recently (re)discovered in the NLA literature. Two other distinctions between NLA and AS/P are also discussed briefly: how a generalized singular value decomposition might Le defined, and the differing uses fur the (newer) methods of optimization based on cyclic or iterative projections.