Abstract: Maximum likelihood (ML) estimation of the loading factor under affine constraints on the covariance eigenvalues is addressed. Several situations of practical interest for radar are ...

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Abstract: This letter considers the problem of estimating all the eigenvalues and eigenvectors of an irreducible matrix, corresponding to a strongly connected digraph, in the absence of knowledge on ...

Currently the Eigenvalues of the original correlation matrix are reported, i.e., these are the Eigenvalues associated with principal components and not common factors. Therefore, I suggest to report ...

SVD backward function doesn't deal properly with the case where there are multiple zero eigenvalues. It seems like the term 1/(\sigma_i - \sigma_j) is computed even when \sigma_i = \sigma_j = 0.