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Download the Paper (499 K, PDF file) - September 16, 2008 Tell a colleague about it. Printing Tips: Select 'print as image' in the Acrobat print dialog if you have trouble printing.

ABSTRACT:
In this paper we compute the matrix derivative of the fixed-rank least squares approximation. We describe the eigen structure of the derivative and apply the result to derive an expression for the speed of convergence of iterative nonlinear principal component algorithms.

SUGGESTED CITATION:
Jan de Leeuw, "Derivative of Fixed-rank Approximations" (September 16, 2008). Department of Statistics, UCLA. Department of Statistics Papers. Paper 2008091601.
http://repositories.cdlib.org/uclastat/papers/2008091601