On principal component analysis in L1

被引：13
|
作者：
Li, BB [1 ]
Martin, EB [1 ]
Morris, AJ [1 ]
机构：
[1] Newcastle Univ, Ctr Proc Analyt & Control Technol, Newcastle Upon Tyne NE1 7RU, Tyne & Wear, England
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2002年 / 40卷 / 03期
关键词：
L-1; norm; principal component analysis;
D O I：
10.1016/S0167-9473(02)00076-2
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
Four formulations of principal component analysis in L, norm were developed by Galpin and Hawkins (Comput. Statist, Data Anal. 5 (1987) 305). QPmax, QPmin, LPmax, and LPmin. Choulakian (Comput. Statist. Data Anal. 37 (2001)135) claimed that of the four formulations, only QPmax produces a non-trivial solution. The objective is to present counter-examples that illustrate that the QPmin and LPmin formulations also give non-trivial solutions that may be unique except for the sign. (C) 2002 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：471 / 474
页数：4
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