Minimization of Eigenvalues of a Matrix and Optimality of Principal Components

• 1 June 1968
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 39  (3) , 859-863
• https://doi.org/10.1214/aoms/1177698317

Abstract

Keywords

• MINIMIZATION OF EIGENVALUES
• PRINCIPAL COMPONENTS
• OPTIMALITY OF PRINCIPAL
• MATRIX AND OPTIMALITY