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A method for structural analysis of multivariate data is proposed that combines features of regression analysis and principal component analysis. In this method, the original data are first decomposed into several components according to external information. The components are then subjected to principal component analysis to explore structures within the components. It is shown that this requires the generalized singular value decomposition of a matrix with certain metric matrices. The numerical method based on the QR decomposition is described, which simplifies the computation considerably. The proposed method includes a number of interesting special cases, whose relations to existing methods are discussed. Examples are given to demonstrate practical uses of the method.
We propose a two-way Bayesian vector spatial procedure incorporating dimension reparameterization with a variable selection option to determine the dimensionality and simultaneously identify the significant covariates that help interpret the derived dimensions in the joint space map. We discuss how we solve identifiability problems in a Bayesian context that are associated with the two-way vector spatial model, and demonstrate through a simulation study how our proposed model outperforms a popular benchmark model. In addition, an empirical application dealing with consumers’ ratings of large sport utility vehicles is presented to illustrate the proposed methodology. We are able to obtain interpretable and managerially insightful results from our proposed model with variable selection in comparison with the benchmark model.
Chapter 4 starts out with a physics motivation, as well as a mathematical statement of the problems that will be tackled in later sections. An extensive section discusses the conditioning of linear-algebra problems: borrowing ideas and examples from matrix perturbation theory, this teaches students what to look out for. Roughly half of the remaining chapter is dedicated to the solution of linear systems of equations, employing methods of varying sophistication: Gaussian elimination, LU decomposiion, pivoting, and the Jacobi iterative method. The second half addresses the eigenvalue problem, again with a variety of methods, including the power method, eigenvalue shifting, and the QR method. Crucially, this includes explicit mathematical derivations of these approaches. A brief introduction to the singular value decomposition is also given, including both an existence proof and a programming implementation. The chapter is rounded out by an extensive physics project, which studies the eigenvalue problem of interacting spins, and a problem set. The physics project patiently builds up matrix quantum mechanics, allowing students to tackle problems of increasing difficulty.
The algebraic eigenproblem is the mathematical answer to the physical questions:What are the principal stresses in a solid or fluid and on what planes do they act?What are the natural frequencies of a system?Is the system stable to small disturbances?What is the best basis with respect to which to solve a system of linear algebraic equations with a real symmetric coefficient matrix?What is the best basis with respect to which to solve a system of linear ordinary differential equations?What is the best basis with respect to which to represent an experimental or numerical data set?
Finding the intersection of $n$-dimensional spheres in $\mathbb{R}^{n}$ is an interesting problem with applications in trilateration, global positioning systems, multidimensional scaling and distance geometry. In this paper, we generalize some known results on finding the intersection of spheres, based on QR decomposition. Our main result describes the intersection of any number of $n$-dimensional spheres without the assumption that the centres of the spheres are affinely independent. A possible application in the interval distance geometry problem is also briefly discussed.
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