All Questions
1 question
0
votes
0
answers
25
views
Sum of squares for datasets valued in $\mathbb{R}^{m \times m}$ or $\mathbb{C}^{m\times m}$
Let us assume we have $k \times k$ matrix valued data and assume this is organized (possibly as time series):
$$ M_1, M_2, \ldots, M_n $$
Now, assume we are interested in writing down an error ...
- 81