Lower Rank Approximation of Matrices by Least Squares With Any Choice of Weights
作者:
K.Ruben Gabriel,
S. Zamir,
期刊:
Technometrics
(Taylor Available online 1979)
卷期:
Volume 21,
issue 4
页码: 489-498
ISSN:0040-1706
年代: 1979
DOI:10.1080/00401706.1979.10489819
出版商: Taylor & Francis Group
关键词: Reduced rank approximation;Least squares;Criss-cross regression;Householder-Young theorem;Biplot;Contingency table;Outliers
数据来源: Taylor
摘要:
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 introduced. The techniques involve criss-cross regressions with careful initialization. Possible applications of the approximation are in modelling, biplotting, contingency table analysis, fitting of missing values, checking outliers, etc.
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