GIPSCAL revisited. A projected gradient approach

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

DOI: https://doi.org/10.1023/A:1014882518644

Abstract

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.

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