Minimum Rank and Minimum Trace of Covariance Matrices

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 1982 English Publisher:Cambridge University Press (CUP)Journal:Psychometrika, volume 47, pages 443-448 (issn: 0033-3123, eissn: 1860-0980,

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Authors: Della Riccia, Giacomo; Shapiro, Alexander;

doi: 10.1007/bf02293708

Minimum Rank and Minimum Trace of Covariance Matrices

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Abstract

This paper considers some mathematical aspects of minimum trace factor analysis (MTFA). The uniqueness of an optimal point of MTFA is proved and necessary and sufficient conditions for a point x to be optimal are established. Finally, some results about the connection between MTFA and the classical minimum rank factor analysis will be presented.

Related Organizations

Ben-Gurion University of the Negev
Israel

Keywords

minimum rank, factor analysis, covariance matrices, Determinants, permanents, traces, other special matrix functions, minimum trace, Factor analysis and principal components; correspondence analysis, constrained minimum trace

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