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- W2123017484 abstract "It is shown that the Karhunen-Loeve transform problem can be formulated as a matrix approximation problem with Hilbert-Schmidt error norm. On the other hand, the Courant-Fischer minimax theorem provides a characterization for the best matrix approximation when the spectral norm is used. It appears that the optimality conditions of the Karhunen-Loeve problem lead to the selection of a particular solution among the set of solutions to the Courant-Fischer problem." @default.
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- W2123017484 date "1984-07-01" @default.
- W2123017484 modified "2023-09-28" @default.
- W2123017484 title "Relationship between the Karhunen- Loéve transform and the Courant - Fischer theorem (Corresp.)" @default.
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- W2123017484 doi "https://doi.org/10.1109/tit.1984.1056938" @default.
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