Minimization of a class of matrix trace functions by means of refined majorization

DOI10.1007/BF02295425zbMath0782.62067MaRDI QIDQ1205781

Jos M. F. ten Berge, Henk A. L. Kiers

Publication date: 1 April 1993

Published in: Psychometrika (Search for Journal in Brave)

zbMATH Keywords

majorizationmatrix trace functionsalternating least squarestrace optimizationweighted Procrustes rotation

Mathematics Subject Classification ID

Related Items (17)

Setting up alternating least squares and iterative majorization algorithms for solving various matrix optimization problems ⋮ Maximization of sums of quotients of quadratic forms and some generalizations ⋮ Weighted least squares fitting using ordinary least squares algorithms ⋮ Techniques for rotating two or more loading matrices to optimal agreement and simple structure: A comparison and some technical details ⋮ Principal component analysis constrained by layered simple structures ⋮ Effective algorithms for solving trace minimization problem in multivariate statistics ⋮ The MM alternative to EM ⋮ AN EFFICIENT METHOD FOR SOLVING A CLASS OF MATRIX TRACE FUNCTION MINIMIZATION PROBLEM IN MULTIVARIATE STATISTICAL ⋮ An efficient algorithm for joint correspondence analysis ⋮ Principal covariates clusterwise regression (PCCR): accounting for multicollinearity and population heterogeneity in hierarchically organized data ⋮ Three-way Tucker2 component analysis solutions of stimuli \(\times \) responses \(\times \) individuals data with simple structure and the fewest core differences ⋮ Proximal Distance Algorithms: Theory and Examples ⋮ A simple general procedure for orthogonal rotation ⋮ Convergence of the sequence of parameters generated by alternating least squares algorithms ⋮ Analysis of \(k\) sets of data, with differential emphasis on agreement between and within sets ⋮ Joint Procrustes analysis for simultaneous nonsingular transformation of component score and loading matrices ⋮ Anisotropic orthogonal Procrustes analysis

Cites Work

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• A general solution of the weighted orthonormal Procrustes problem
• Majorization as a tool for optimizing a class of matrix functions
• Fitting longitudinal reduced-rank regression models by alternating least squares
• Principal component analysis with external information on both subjects and variables
• The vec-permutation matrix, the vec operator and Kronecker products: a review
• On direct product matrices

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