Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis

Shuangzhe Liu; Heinz Neudecker

doi:10.1007/BF02926043

Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis

Shuangzhe Liu
, Heinz Neudecker

Research output: Contribution to journal › Article › peer-review

6 Citations (Scopus)

Abstract

Various matrix-trace Cauchy-Schwarz and related inequalities involving positive semidefinite matrices are obtained. Applications of some of these results to canonical correlation analysis are presented.

Original language	English
Pages (from-to)	287-298
Number of pages	12
Journal	Statistical Papers
Volume	36
Issue number	1
DOIs	https://doi.org/10.1007/BF02926043
Publication status	Published - 1 Dec 1995
Externally published	Yes

Access to Document

10.1007/BF02926043

Cite this

@article{5c554e028a0b42db95d00e57c0271d1c,

title = "Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis",

abstract = "Various matrix-trace Cauchy-Schwarz and related inequalities involving positive semidefinite matrices are obtained. Applications of some of these results to canonical correlation analysis are presented.",

keywords = "canonical correlation, Cauchy-Schwarz inequality, Matrix trace, positive semidefinite matrix",

author = "Shuangzhe Liu and Heinz Neudecker",

year = "1995",

month = dec,

day = "1",

doi = "10.1007/BF02926043",

language = "English",

volume = "36",

pages = "287--298",

journal = "Statistical Papers",

issn = "0932-5026",

publisher = "Springer",

number = "1",

}

TY - JOUR

T1 - Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis

AU - Liu, Shuangzhe

AU - Neudecker, Heinz

PY - 1995/12/1

Y1 - 1995/12/1

N2 - Various matrix-trace Cauchy-Schwarz and related inequalities involving positive semidefinite matrices are obtained. Applications of some of these results to canonical correlation analysis are presented.

AB - Various matrix-trace Cauchy-Schwarz and related inequalities involving positive semidefinite matrices are obtained. Applications of some of these results to canonical correlation analysis are presented.

KW - canonical correlation

KW - Cauchy-Schwarz inequality

KW - Matrix trace

KW - positive semidefinite matrix

UR - https://www.scopus.com/pages/publications/52449141586

U2 - 10.1007/BF02926043

DO - 10.1007/BF02926043

M3 - Article

AN - SCOPUS:52449141586

SN - 0932-5026

VL - 36

SP - 287

EP - 298

JO - Statistical Papers

JF - Statistical Papers

IS - 1

ER -

Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis

Abstract

Access to Document

Other files and links

Fingerprint

Cite this