Acta Mathematica Vietnamica

Acta Mathematica Vietnamica

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AN OPTIMIZATION PROBLEM IN MATRIX DATA DEPENDENCE ANALYSIS

NGUYEN BAC VAN

pp. 205-217

Abstract

The paper treats the problem of stepwise maximizing a sum of squared bilinear forms which stems from the dependence analysis of several data matrices. A constructive approach is presented which leads to clear-cut properties of the maximization process.