A comment on "minimization of functions of a positive simidefinite matrix A subject to AX = 0"

H. Neudecker

Journal of Multivariate Analysis, 1980, vol. 10, issue 1, 135-139

Abstract: A common problem in multivariate analysis is that of minimizing a scalar function [phi] of a positive semidefinite matrix A subject possibly to AX = 0. In this paper it is suggested to replace A by B'B, where B is allowed to vary freely, subject possibly to BX = 0.

Keywords: Positive; semidefinite; matrices; maximum; likelihood; estimation; matrix; differential; calculus (search for similar items in EconPapers)
Date: 1980
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(80)90088-3
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:10:y:1980:i:1:p:135-139

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().