Kosambi and proper orthogonal decomposition

Abstract

In 1943 Kosambi published a paper titled 'Statistics in function space' in the Journal of the Indian Mathematical Society. This paper was the first to propose the technique of statistical analysis often called proper orthogonal decomposition today. This article describes the contents of that paper and Kosambi's approach to the subject. It was only in 1967 that it began to be appreciated that the method that had gained wide currency in several fields under different names was first set out in Kosambi's 1943 paper.