Trendafilov, Nickolay T.
(2003).
On the ℓ1 Procrustes problem.
Future Generation Computer Systems, 19(7)
pp. 1177–1186.
Abstract
In this paper, the well-known Procrustes problem is reconsidered. The usual least squares objective function is replaced by more robust one, based on a smooth approximation of the ℓ 1 matrix norm. This smooth approximation to the ℓ1 Procrustes problem is solved making use of the projected gradient method. The Procrustes problem with partially specified target is treated and solved as well. Several classical numerical examples from factor analysis (well-known with their least squares Procrustes solutions) are solved with respect to the smooth approximation of the ℓ 1 matrix norm goodness-of-fit measure.
| Item Type: |
Journal Article
|
| Copyright Holders: |
2003 Elsevier Science B.V. |
| ISSN: |
0167-739X |
| Keywords: |
fitting configurations; constrained optimization; dynamical system on manifolds; descent flows; optimality conditions; factor-pattern and reference-structure; partially specified target |
| Academic Unit/Department: |
Mathematics, Computing and Technology > Mathematics and Statistics |
| Item ID: |
28342 |
| Depositing User: |
Sarah Frain
|
| Date Deposited: |
16 Mar 2011 10:26 |
| Last Modified: |
16 Mar 2011 10:26 |
| URI: |
http://oro.open.ac.uk/id/eprint/28342 |
Actions (login may be required)
