On the Minres Method of Factor Analysis

DOI10.1137/0906039MaRDI QIDQ3706347zbMATH OpenOpenAlexFDO

Authors Franklin T. Luk

Publication date 1985

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/1813/6305

zbMATH Keywords

communalityconstraintsConvergence of the Minres methodestimating factor loadingsfactor analysisImplementation and convergence propertiesleast squaresminimum residuals Gauss-Seidel algorithmMore algorithmOrthogonal triangulation

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Probabilistic methods, stochastic differential equations (65C99) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical optimization and variational techniques (65K10)

Recommendations

• Algorithms for unweighted least-squares factor analysis
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Cited in

(5)

• Algorithms for unweighted least-squares factor analysis
• Resolution of the Heywood case in the minres solution
• Algorithms for Minimum Trace Factor Analysis
• An alternating minimization algorithm for factor analysis.
• Computational aspects of the method of minimal residues for the Heywood case

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