If d is a measure of dissimilarity on a finite set with n elements, the smallest positive constant c* such that d + c has an euclidean representation for all c ≥c* is shown to be the largest eigen-value of a matrix of size 2n.

The usual convergence proof of the SMACOF algorithm model for least squares multidimensional scaling critically depends on the assumption of nonnegativity of the quantities to be fitted, called the pseudodistances. When this assumption is violated, erratic convergence behavior is known to occur. Three types of circumstances in which some of the pseudodistances may become negative are outlined: nonmetric multidimensional scaling with normalization on the variance, metric multidimensional scaling including an additive constant, and multidimensional scaling under the city-block distance model. A generalization of the SMACOF method is proposed to resolve the difficulty that is based on the same rationale frequently involved in robust fitting with least absolute residuals.

In this article, we analyse the usefulness of multidimensional scaling in relation to performing K-means clustering on a dissimilarity matrix, when the dimensionality of the objects is unknown. In this situation, traditional algorithms cannot be used, and so K-means clustering procedures are being performed directly on the basis of the observed dissimilarity matrix. Furthermore, the application of criteria originally formulated for two-mode data sets to determine the number of clusters depends on their possible reformulation in a one-mode situation. The linear invariance property in K-means clustering for squared dissimilarities, together with the use of multidimensional scaling, is investigated to determine the cluster membership of the observations and to address the problem of selecting the number of clusters in K-means for a dissimilarity matrix. In particular, we analyse the performance of K-means clustering on the full dimensional scaling configuration and on the equivalently partitioned configuration related to a suitable translation of the squared dissimilarities. A Monte Carlo experiment is conducted in which the methodology examined is compared with the results obtained by procedures directly applicable to a dissimilarity matrix.

A method is given for the least squares regression of a squared variable d2 on the squared variable 02, where the relation between 0 and d is linear. The problem arises in MDS-algorithms where the loss function is defined in terms of squared distances (e.g., ALSCAL). It is pointed out that the Lagrangian multiplier is a root of fourth degree polynomial.