Computation of the Stationary Values of the Product of Two Raleigh Quotients.

Abstract

A computational algorithm is developed for finding the stationary values of the function x'Cx/ square root of (x'Ax) square root of (x'Bx) where A and B are positive definite and C is a symmetric matrix. The square of the function under consideration is the product of two Raleigh coefficients x'Cx/x'Ax and x'Cx/x'Bx. The general problem occurs in multivariate analysis in the computation of homologous canonical variates in studying relationships between two sets of homologous measurements. The special case with C=I occurs in designing control systems with minimum norm feedback matrices. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1985
Accession Number
ADA164586

Entities

People

  • C. V. Rao
  • Calyampudi Radhakrishna Rao

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Applied Mathematics
  • Closed Loop Systems
  • Coefficients
  • Computations
  • Computer Programs
  • Control Systems
  • Equations
  • Feedback
  • Mathematics
  • Measurement
  • Multivariate Analysis
  • Numbers
  • Perturbation Theory
  • Square Roots
  • Stationary

Fields of Study

  • Mathematics

Readers

  • Linear Algebra