论文信息 - Minimum rank and minimum trace of covariance matrices

Minimum rank and minimum trace of covariance matrices

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.

A. Shapiro | G. D. Riccia | G. Riccia

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