2018
DOI: 10.2172/1530139
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“…where λ 1 > 0 is the largest eigenvalue of A and v 1 the corresponding eigenvector, it follows that the the optimal rank-one matrix xx T we are looking for is strictly related to λ 1 v 1 v T 1 . Therefore the least-squares problem is equivalent to maximizing the Rayleigh quotient of A; that is, the following optimization problem (2) max…”
Section: 2mentioning
confidence: 99%
“…where λ 1 > 0 is the largest eigenvalue of A and v 1 the corresponding eigenvector, it follows that the the optimal rank-one matrix xx T we are looking for is strictly related to λ 1 v 1 v T 1 . Therefore the least-squares problem is equivalent to maximizing the Rayleigh quotient of A; that is, the following optimization problem (2) max…”
Section: 2mentioning
confidence: 99%