On the Minres Method of Factor Analysis

DOI10.1137/0906039zbMath0583.62051OpenAlexW1998220213MaRDI QIDQ3706347

Franklin T. Luk

Publication date: 1985

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/6305

zbMATH Keywords

least squaresfactor analysisconstraintscommunalityConvergence of the Minres methodestimating factor loadingsImplementation and convergence propertiesminimum residuals Gauss-Seidel algorithmMore algorithmOrthogonal triangulation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical optimization and variational techniques (65K10) Probabilistic methods, stochastic differential equations (65C99)

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