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On a Theorem Stated by Eckart and Young

Published online by Cambridge University Press:  01 January 2025

Richard M. Johnson
Richard M. Johnson*
Affiliation:
The Procter & Gamble Company
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Abstract

Proof is given for a theorem stated but not proved by Eckart and Young in 1936, which has assumed considerable importance in the theory of lower-rank approximations to matrices, particularly in factor analysis.

Type
Original Paper
Information
Psychometrika , Volume 28 , Issue 3 , September 1963 , pp. 259 - 263
Copyright
Copyright © 1963 The Psychometric Society

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References

Courant, R. and Hilbert, D. Methoden der Mathematischen Physik, Berlin: Julius Springer, 1924.CrossRefGoogle Scholar
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