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Minimization of a Class of Matrix Trace Functions by means of Refined Majorization

Published online by Cambridge University Press:  01 January 2025

Henk A. L. Kiers  and
Jos M. F. ten Berge
Henk A. L. Kiers*
Affiliation:
University of Groningen
Jos M. F. ten Berge
Affiliation:
University of Groningen
*
Requests for reprints should be sent to Henk A. L. Kiers, Department of Psychology, Grote Kruisstr. 2/1, 9712 TS Groningen, THE NETHERLANDS.
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Abstract

A procedure is described for minimizing a class of matrix trace functions. The procedure is a refinement of an earlier procedure for minimizing the class of matrix trace functions using majorization. It contains a recently proposed algorithm by Koschat and Swayne for weighted Procrustes rotation as a special case. A number of trial analyses demonstrate that the refined majorization procedure is more efficient than the earlier majorization-based procedure.

Keywords

trace optimizationmajorizationalternating least squares
Type
Original Paper
Information
Psychometrika , Volume 57 , Issue 3 , September 1992 , pp. 371 - 382
Copyright
Copyright © 1992 The Psychometric Society

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Footnotes

The research of H. A. L. Kiers has been made possible by a fellowship from the Royal Netherlands Academy of Arts and Sciences.

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