The Open UniversitySkip to content
 

On the ℓ1 Procrustes problem

Trendafilov, Nickolay T. (2003). On the ℓ1 Procrustes problem. Future Generation Computer Systems, 19(7) pp. 1177–1186.

DOI (Digital Object Identifier) Link: http://dx.doi.org/10.1016/S0167-739X(03)00043-8
Google Scholar: Look up in Google Scholar

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
Share this page:

Actions (login may be required)

View Item
Report issue / request change

Policies | Disclaimer

© The Open University   + 44 (0)870 333 4340   general-enquiries@open.ac.uk