Algorithms for Minimum Trace Factor Analysis

DOI10.1137/0613062MaRDI QIDQ4021605zbMATH OpenOpenAlexFDO

Authors G. A. Watson

Publication date 16 January 1993

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0613062

zbMATH Keywords

algorithmsconvex programmingeigenvalue constraintslower bound to reliabilityminimum trace factor analysisnondifferentiable optimizationtest problems

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Probabilistic methods, stochastic differential equations (65C99) Numerical mathematical programming methods (65K05) Convex programming (90C25)

Recommendations

• Weighted minimum trace factor analysis
• On the Minres Method of Factor Analysis
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Cited in

(8)

• A primal-dual potential reduction method for problems involving matrix inequalities
• Effective algorithms for solving trace minimization problem in multivariate statistics
• The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability
• Perturbation analysis for the trace quotient problem
• On the Minres Method of Factor Analysis
• A quasi-newton method for minimum trace factor analysis
• Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
• Weighted minimum trace factor analysis

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