A new algorithm for the least-squares solution in factor analysis

DOI10.1007/BF02293882MaRDI QIDQ789145zbMATH OpenFDO

Authors Masashi T. Okamoto, Masamori T. Ihara

Publication date 1983

Published in Psychometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02293882

zbMATH Keywords

damped least-squares problemsfactor analysisMarquardt algorithmnonlinear least-squares problemNumerical experiments

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Probabilistic methods, stochastic differential equations (65C99) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Review text

The method presented in this paper is based on an algorithm developed by the authors [A simple Marquardt algorithm for the nonlinear least-squares problem, Stat. Probab. Lett. 1, 303-307 (1983)] for a general non-linear least squares problems. Numerical experiments are given to show the relative efficiency of the proposed algorithm. The shortcomings of the algorithms are pointed out. The algorithm is based on the Marquardt algorithm for damped least-squares problems.

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