A new algorithm for the least-squares solution in factor analysis
The method presented in this paper is based on an algorithm developed by the authors [A simple Marquardt algorithm for the nonlinear least-squares problem, Stat. Probab. Lett. 1, 303-307 (1983)] for a general non-linear least squares problems. Numerical experiments are given to show the relative efficiency of the proposed algorithm. The shortcomings of the algorithms are pointed out. The algorithm is based on the Marquardt algorithm for damped least-squares problems.
scientific article; zbMATH DE number 3844928