Trendafilov, Nickolay T.
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.
|Project Funding Details:
|Funded Project Name||Project ID||Funding Body|
|Not Set||Not Set||DWTC, Flemish Goverment, BELGIUM|
||oblique Procrustes problem; three-mode factor analysis; simple structure rotation; projected gradient flows; optimality conditions
||Mathematics, Computing and Technology > Mathematics and Statistics
||15 Mar 2011 15:56
||04 Jan 2016 10:43
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