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

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  • Henk Kiers
  • Jos Berge
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    Abstract

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    File URL: http://hdl.handle.net/10.1007/BF02295425
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    Bibliographic Info

    Article provided by Springer in its journal Psychometrika.

    Volume (Year): 57 (1992)
    Issue (Month): 3 (September)
    Pages: 371-382

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    Handle: RePEc:spr:psycho:v:57:y:1992:i:3:p:371-382

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    Web page: http://www.springerlink.com/link.asp?id=112911

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    Related research

    Keywords: trace optimization; majorization; alternating least squares;

    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Catrien Bijleveld & Jan Leeuw, 1991. "Fitting longitudinal reduced-rank regression models by alternating least squares," Psychometrika, Springer, vol. 56(3), pages 433-447, September.
    2. Martin Koschat & Deborah Swayne, 1991. "A weighted procrustes criterion," Psychometrika, Springer, vol. 56(2), pages 229-239, June.
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    Cited by:
    1. Kohei Adachi, 2011. "Three-Way Tucker2 Component Analysis Solutions of Stimuli × Responses × Individuals Data with Simple Structure and the Fewest Core Differences," Psychometrika, Springer, vol. 76(2), pages 285-305, April.
    2. Kohei Adachi, 2009. "Joint Procrustes Analysis for Simultaneous Nonsingular Transformation of Component Score and Loading Matrices," Psychometrika, Springer, vol. 74(4), pages 667-683, December.
    3. Henk Kiers, 1997. "Weighted least squares fitting using ordinary least squares algorithms," Psychometrika, Springer, vol. 62(2), pages 251-266, June.
    4. Robert Jennrich, 2001. "A simple general procedure for orthogonal rotation," Psychometrika, Springer, vol. 66(2), pages 289-306, June.
    5. Henk Kiers, 1997. "Techniques for rotating two or more loading matrices to optimal agreement and simple structure: A comparison and some technical details," Psychometrika, Springer, vol. 62(4), pages 545-568, December.
    6. Henk Kiers, 1995. "Maximization of sums of quotients of quadratic forms and some generalizations," Psychometrika, Springer, vol. 60(2), pages 221-245, June.
    7. Krijnen, Wim P., 2006. "Convergence of the sequence of parameters generated by alternating least squares algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 481-489, November.
    8. Kiers, Henk A. L., 2002. "Setting up alternating least squares and iterative majorization algorithms for solving various matrix optimization problems," Computational Statistics & Data Analysis, Elsevier, vol. 41(1), pages 157-170, November.

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