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A continuous-time approach to the oblique Procrustes problem

Trendafilov, Nickolay T. (1999). A continuous-time approach to the oblique Procrustes problem. Behaviormetrika, 26(2) pp. 167–181.

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In the paper proposed we will make use of the gradient flow approach to consider a generalization of the well-known oblique Procrustes rotation problem, involving oblique simple structure rotation of both the core and component matrices resulting from three-mode factor analysis. The standard oblique Procrustes rotations to specified factor-structure and factor-pattern follow as special cases. The approach adopted leads to globally convergent algorithm and includes solving of initial value problem for certain matrix ordinary differential equation. Necessary conditions are established for the solution of the problem. The same approach is extended easily to the weighted oblique Procrustes rotation. Finally, some simulated numerical results are given and commented.

Item Type: Journal Article
Copyright Holders: 1999 Behaviormetrika
ISSN: 1349-6964
Project Funding Details:
Funded Project NameProject IDFunding Body
Not SetNot SetDWTC, Flemish Goverment, BELGIUM
Keywords: oblique Procrustes problem; three-mode factor analysis; simple structure rotation; projected gradient flows; optimality conditions
Academic Unit/Department: Mathematics, Computing and Technology > Mathematics and Statistics
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Item ID: 28346
Depositing User: Sarah Frain
Date Deposited: 15 Mar 2011 15:56
Last Modified: 15 Mar 2011 15:56
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