The multimode Procrustes problem

DOI10.1016/S0024-3795(02)00253-7zbMath0999.65051MaRDI QIDQ1611870

Nickolay T. Trendafilov, Ross A. Lippert

Publication date: 28 August 2002

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

algorithms; numerical example; constrained optimization; optimality conditions; principal components; projected gradient method; least-squares fitting; Riemannian connection; Procrustes problem; differential-geometric approach; dynamical system on product manifold; manifold of orthogonal and oblique matrices; multidimensional data arrays; mutivariate data analysis; reduction of data dimensionality

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C20: Quadratic programming

Related Items

Auto-regressive moving-average discrete-time dynamical systems and autocorrelation functions on real-valued Riemannian matrix manifolds, Efficient rank reduction of correlation matrices, Horizontal gradient of polynomials, From simple structure to sparse components: a review, On the stable equilibrium points of gradient systems

Uses Software

• Matlab
• JDQR
• ode23
• ode45
• JDQZ
• Ode15s
• ode113
• ode23s
• MATLAB ODE suite

Cites Work

• The Cayley transform in the numerical solution of unitary differential systems
• Orthogonal Procrustes rotation for two or more matrices
• Joint orthomax rotation of the core and component matrices resulting from three-mode principal components analysis
• Principal component analysis.
• A note on some equations of confirmatory factor analysis
• Geometric Integration on Manifold of Square Oblique Rotation Matrices
• The MATLAB ODE Suite
• The Geometry of Algorithms with Orthogonality Constraints
• Unitary Integrators and Applications to Continuous Orthonormalization Techniques
• Templates for the Solution of Algebraic Eigenvalue Problems
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