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)