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GIPSCAL revisited. A projected gradient approach

Trendafilov, Nickolay T. (2002). GIPSCAL revisited. A projected gradient approach. Statistics and Computing, 12(2) pp. 135–145.

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A model for analysis and visualization of asymmetric data—GIPSCAL—is reconsidered by means of the projected gradient approach. GIPSCAL problem is formulated as initial value problem for certain first order matrix ordinary differential equations. This results in a globally convergent algorithm for solving GIPSCAL. Additionally, first and second order optimality conditions for the solutions are established. A generalization of the GIPSCAL model for analyzing three-way arrays is also considered. Finally, results from simulation experiments are reported.

Item Type: Journal Item
Copyright Holders: 2002 Kluwer Academic Publishers
ISSN: 1573-1375
Keywords: data reduction and representation; two-way asymmetric data; three-way asymmetric data; dynamical systems on Stiefel manifold; optimality conditions
Academic Unit/School: Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM)
Item ID: 25482
Depositing User: Nickolay Trendafilov
Date Deposited: 31 Mar 2011 15:02
Last Modified: 08 Dec 2018 13:23
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