Matrix rank/inertia formulas for least-squares solutions with statistical applications
Matrix rank/inertia formulas for least-squares solutions with statistical applications
Abstract Least-Squares Solution (LSS) of a linear matrix equation and Ordinary Least-Squares Estimator (OLSE) of unknown parameters in a general linear model are two standard algebraical methods in computational mathematics and regression analysis. Assume that a symmetric quadratic matrix-valued function Φ(Z) = Q − ZPZ0 is given, where Z is …