Psychometrika · 1966 · 2.1K citations · 12 references
A solution T of the least-squares problem AT = B + E , given A and B so that trace ( E′E )= minimum and T′T = I is presented. It is compared with a less general solution of the same problem which was given by Green [5]. The present solution, in contrast to Green's, is applicable to matrices A and B which are of less than full column rank. Some technical suggestions for the numerical computation of T and an illustrative example are given.
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The Approximation of One Matrix by Another of Lower Rank
Carl Eckart, Gale Young · Psychometrika · 1936 · 3.8K citations
Introduction to matrix analysis
Henri Amar · Journal of the Franklin Institute · 1960 · 2.3K citations
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John Schmid, John M. Leiman · Psychometrika · 1957 · 1.1K citations