Algorithms for Minimum Trace Factor Analysis

DOI10.1137/0613062zbMath0759.65094OpenAlexW1977705134MaRDI QIDQ4021605

G. Alistair Watson

Publication date: 16 January 1993

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0613062

zbMATH Keywords

algorithmsconvex programmingnondifferentiable optimizationtest problemsminimum trace factor analysiseigenvalue constraintslower bound to reliability

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Numerical mathematical programming methods (65K05) Convex programming (90C25) Probabilistic methods, stochastic differential equations (65C99)

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