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A Unified Approach to Oblique Procrustes Problems

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Summary

Oblique Procrustes problems are considered that require the minimisation of ∥ XT – Y∥ where T=C, C’, C −1 or (C’)−1 and where C is a matrix giving the direction cosines of oblique axes. A unified approach allows the construction of an algorithm that iteratively updates single columns of C. The fundamental problem is to find t that minimizes ∥Xt–y∥ for t’Bt=k. where X, B, y and k are given but their functional forms differ for different settings of T. There is a unique minimum and an algorithm is proposed for its calculation.

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H. Yanai A. Okada K. Shigemasu Y. Kano J. J. Meulman

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© 2003 Springer Japan

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Gower, J. (2003). A Unified Approach to Oblique Procrustes Problems. In: Yanai, H., Okada, A., Shigemasu, K., Kano, Y., Meulman, J.J. (eds) New Developments in Psychometrics. Springer, Tokyo. https://doi.org/10.1007/978-4-431-66996-8_42

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  • DOI: https://doi.org/10.1007/978-4-431-66996-8_42

  • Publisher Name: Springer, Tokyo

  • Print ISBN: 978-4-431-66998-2

  • Online ISBN: 978-4-431-66996-8

  • eBook Packages: Springer Book Archive

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