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 |
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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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