An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
- 1 January 1986
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Scientific and Statistical Computing
- Vol. 7 (1), 169-184
- https://doi.org/10.1137/0907013
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Some relations between the comparison of covariance matrices and principal component analysisComputational Statistics & Data Analysis, 1983
- Ridge Regression: Biased Estimation for Nonorthogonal ProblemsTechnometrics, 1970