GIPSCAL revisited. A projected gradient approach

Authors:
Nickolay T. Trendafilov
Affiliations:
Department of Mechanical Engineering, Strathclyde University, 75 Montrose Str., Glasgow G1 1XJ, Scotland, UK. i.trendafilova@mecheng.strath.ac.uk
Venue:
Statistics and Computing
Year:
2002

Citing 6
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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.