All Questions

Let $Y \in \mathbb R^{n \times c}$ and $r$ be an integer with $1 \le r \le \operatorname{rank}(Y)$. Consider the problem $$\text{minimize} \|Y-X\|_{\text{Fro}}^2\text{ over }X \in \mathbb R^{n \times ...

Given real vectors $v$ and $r$ of the same size, what are the following? $\inf\{v'R^{-1}v ~ \colon ~ R>0 \, , \, \text{diag}(R)= r\}$ $\sup\{v'Rv ~ \colon ~ R>0\, , \, \text{diag}(R)= r\}$ ...

Consider the multivariate regression model $$Y = XB + E$$ where $Y$ is $n \times p$ and corresponds to the dependent variables, $X$ is $n \times k$ and corresponds to the independent variables, $B$ is ...