A GENERALIZATION OF THE ECKART-YOUNG-MIRSKY MATRIX APPROXIMATION THEOREM

被引:98
作者
GOLUB, GH
HOFFMAN, A
STEWART, GW
机构
[1] IBM CORP,THOMAS J WATSON RES CTR,DEPT MATH SCI,YORKTOWN HTS,NY 10598
[2] UNIV MARYLAND,INST PHYS SCI & TECHNOL,COLLEGE PK,MD 20742
[3] UNIV MARYLAND,DEPT COMP SCI,COLLEGE PK,MD 20742
关键词
D O I
10.1016/0024-3795(87)90114-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
引用
收藏
页码:317 / 327
页数:11
相关论文
共 9 条
[1]   THE APPROXIMATION OF ONE MATRIX BY ANOTHER OF LOWER RANK [J].
Eckart, Carl ;
Young, Gale .
PSYCHOMETRIKA, 1936, 1 (03) :211-218
[2]  
Gauss C. F., 1821, WERKE, V4, P1
[3]  
Golub G. H., 2013, MATRIX COMPUTATIONS, V3
[4]   AN ANALYSIS OF THE TOTAL LEAST-SQUARES PROBLEM [J].
GOLUB, GH ;
VANLOAN, CF .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1980, 17 (06) :883-893
[5]  
Mirsky L., 1960, Q J MATH, V11, P50, DOI [DOI 10.1093/QMATH/11.1.50, 10.1093/qmath/11.1.50]
[6]   SCHUR COMPLEMENTS AND STATISTICS [J].
OUELLETTE, DV .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1981, 36 (MAR) :187-295
[7]  
STEWART GW, 1983, TR1263 U MAR COMP SC
[8]  
STEWART GW, MATH COMP, V43, P483
[9]   LATENT ROOT REGRESSION-ANALYSIS [J].
WEBSTER, JT ;
GUNST, RF ;
MASON, RL .
TECHNOMETRICS, 1974, 16 (04) :513-522