
doi: 10.1137/0905054
An iterative procedure is presented for the so-called Procrustes problem in the case when only some of the weights are one and the rest are zero. Instead of the Newton method, the paper uses the Lagrange multipliers.
Lagrange multipliers, oblique rotation of factor matrix, least squares fit, factor analysis, Probabilistic methods, stochastic differential equations, Factor analysis and principal components; correspondence analysis, Procrustes problem, iterative procedure
Lagrange multipliers, oblique rotation of factor matrix, least squares fit, factor analysis, Probabilistic methods, stochastic differential equations, Factor analysis and principal components; correspondence analysis, Procrustes problem, iterative procedure
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