Setting up alternating least squares and iterative majorization algorithms for solving various matrix optimization problems
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 41 (2002)
Issue (Month): 1 (November)
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Web page: http://www.elsevier.com/locate/csda
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- Henk Kiers, 1990. "Majorization as a tool for optimizing a class of matrix functions," Psychometrika, Springer, vol. 55(3), pages 417-428, September.
- Jos Berge & Klaas Nevels, 1977. "A general solution to Mosier's oblique procrustes problem," Psychometrika, Springer, vol. 42(4), pages 593-600, December.
- Norman Cliff, 1966. "Orthogonal rotation to congruence," Psychometrika, Springer, vol. 31(1), pages 33-42, March.
- Henk Kiers, 1995. "Maximization of sums of quotients of quadratic forms and some generalizations," Psychometrika, Springer, vol. 60(2), pages 221-245, June.
- Jan Leeuw, 1988. "Convergence of the majorization method for multidimensional scaling," Journal of Classification, Springer, vol. 5(2), pages 163-180, September.
- Henk Kiers & Jos Berge, 1992. "Minimization of a class of matrix trace functions by means of refined majorization," Psychometrika, Springer, vol. 57(3), pages 371-382, September.
- Raoul Pietersz & Patrick J. F. Groenen, 2005.
"Rank Reduction of Correlation Matrices by Majorization,"
- Raoul Pietersz & Patrick Groenen, 2004. "Rank reduction of correlation matrices by majorization," Quantitative Finance, Taylor and Francis Journals, vol. 4(6), pages 649-662.
- Pietersz, R. & Groenen, P.J.F., 2004. "Rank reduction of correlation matrices by majorization," Econometric Institute Report EI 2004-11, Erasmus University Rotterdam, Econometric Institute.
- Qingna Li & Houduo Qi & Naihua Xiu, 2011. "Block relaxation and majorization methods for the nearest correlation matrix with factor structure," Computational Optimization and Applications, Springer, vol. 50(2), pages 327-349, October.
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