Optimization of Functions of Matrices with Applications to Statistical Problems.

Abstract

The paper reviews some methods of optimizing functions of vectors and matrices subject to some restrictions and develops techniques for solving them without using the calculus of matrix derivatives. Their application to a number of statistical problems in linear estimation and multivariate analysis is illustrated. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1981
Accession Number
ADA108368

Entities

People

  • Calyampudi Radhakrishna Rao

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Calculus
  • Computing-Related Activities
  • Data Science
  • Information Science
  • Mathematics
  • Multivariate Analysis
  • Optimization
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Systems Analysis and Design