Radhakrishna Rao, C. ; Veerendra Rao, C. (1987) Stationary values of the product of two Raleigh coefficients: homologous canonical variates Sankhya: The Indian Journal of Statistics, 49 . pp. 113-125. ISSN 0972-7671
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Official URL: http://sankhya.isical.ac.in/search/49b2/49b2012.ht...
Abstract
A computational algorithm is developed for finding the stationary values of the function x'Cx/(x'Ax)½(x'Bx)½ where A and B are positive definite and C is a symmetric matrix. The square of the function under consideration is the product of two Raleigh coefficients x'Cx/x'Ax and x'Cx/xBx. The general problems occur in multivariate analysis in the computation of homologous canonical variates in studying relationships between two sets of homologous measurements. The special case with C=I occurs in designing control systems with minimum norm feedback matrices.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Indian Statistical Institute. |
| Keywords: | Eigen Values and Vectors; Homologous Cannonical Correlations; Kantarovich Inequality; Raleigh Quotient |
| ID Code: | 71863 |
| Deposited On: | 28 Nov 2011 04:12 |
| Last Modified: | 28 Nov 2011 04:12 |
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