Chapter 3 Optimization

 

 

 

3.1 Dimensional reduction of the multivariate data

3.2 Eigenvalue and eigenvector

3.3 Spectral decomposition

3.4 Matrix decomposition in R and SAS/IML

3.5 Geometric concepts of positive definite symmetric matrix

 

 

Key-words

Lagrange multiplier

Eigenvalue and eigenvector

Characteristic polynomial

SD(Spectral Decomposition) and SVD(Singular Value Decomposition)