Matrix functions, such as the exponential, square root and cosine, play an indispensable role in various fields including quantum mechanics, control theory and numerical solution of differential ...
Reduced rank approximation of matrices has hitherto been possible only by unweighted least squares. This paper presents iterative techniques for obtaining such approximations when weights are ...
The singular value decomposition is widely used to approximate data matrices with lower rank matrices. Feng and He [Ann. Appl. Stat. 3 (2009) 1634-1654] developed tests on dimensionality of the mean ...