Letters to the Editor: Chaganty, N. R. (1993), "Comment," the American Statistician, 47,158: Comments by Bancroft and Neudecker and Liu with response by Chaganty and Vaish

Diccon R. E. Bancroft, Heinz Neudecker, Shuangzhe Liu, Narasinga Rao Chaganty, A. K. Vaish, Peter Nemenyi, R. Murray Lindsay, Andrew S. C. Ehrenberg, Nico F. Laubscher, Michael C. Jones

Research output: Contribution to journalLetter

Abstract

Chaganty (1993), in a letter to the editor commenting on an article by Olkin (1992), offered as a theorem a version of the Cauchy-Schwartz inequality. When B is a symmetric nonnegative definite matrix with Moore-Penrose inverse B+, it has a symmetric nonnegative definite square root C with Moore-Penrose inverse C+. This follows from the singular value decomposition of B. The matrices BB', B+B, CC', and C+C are all equal to PB, the projection matrix into M(B), the column space of B. Apply the Cauchy-Schwartz inequality to the n x 1 vectors Cx', C+b' to obtain.
Original languageEnglish
Pages (from-to)351-354
Number of pages3
JournalAmerican Statistician
Volume48
Issue number4
Publication statusPublished - 1994

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