MINIMIZATION OF A CLASS OF MATRIX TRACE FUNCTIONS BY MEANS OF REFINED MAJORIZATION

被引:28
作者
KIERS, HAL
TENBERGE, JMF
机构
关键词
TRACE OPTIMIZATION; MAJORIZATION; ALTERNATING LEAST SQUARES;
D O I
10.1007/BF02295425
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
A procedure is described for minimizing a class of matrix trace functions. The procedure is a refinement of an earlier procedure for minimizing the class of matrix trace functions using majorization. It contains a recently proposed algorithm by Koschat and Swayne for weighted Procrustes rotation as a special case. A number of trial analyses demonstrate that the refined majorization procedure is more efficient than the earlier majorization-based procedure.
引用
收藏
页码:371 / 382
页数:12
相关论文
共 11 条
[1]  
BIJLEVELD C, 1987, JUN EUR M PSYCH SOC
[2]  
BIJLEVELD CCJ, 1989, EXPLORATORY LINEAR D
[3]   FITTING LONGITUDINAL REDUCED-RANK REGRESSION-MODELS BY ALTERNATING LEAST-SQUARES [J].
BIJLEVELD, CCJH ;
DELEEUW, J .
PSYCHOMETRIKA, 1991, 56 (03) :433-447
[4]   ORTHOGONAL ROTATION TO CONGRUENCE [J].
CLIFF, N .
PSYCHOMETRIKA, 1966, 31 (01) :33-33
[5]  
Henderson HV., 1981, LINEAR MULTILINEAR A, V9, P271, DOI DOI 10.1080/03081088108817379
[6]   MAJORIZATION AS A TOOL FOR OPTIMIZING A CLASS OF MATRIX FUNCTIONS [J].
KIERS, HAL .
PSYCHOMETRIKA, 1990, 55 (03) :417-428
[7]   A WEIGHTED PROCRUSTES CRITERION [J].
KOSCHAT, MA ;
SWAYNE, DF .
PSYCHOMETRIKA, 1991, 56 (02) :229-239
[8]   A GENERAL-SOLUTION OF THE WEIGHTED ORTHONORMAL PROCRUSTES PROBLEM [J].
MOOIJAART, A ;
COMMANDEUR, JJF .
PSYCHOMETRIKA, 1990, 55 (04) :657-663
[9]  
RAO CR, 1980, MULTIVARIATE ANAL, V5, P3
[10]  
Roth W.E., 1934, B AM MATH SOC, V40, P461, DOI DOI 10.1090/S0002-9904-1934-05899-3