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Minimum Rank and Minimum Trace of Covariance Matrices

Published online by Cambridge University Press:  01 January 2025

Giacomo Della Riccia  and
Alexander Shapiro
Giacomo Della Riccia*
Affiliation:
Ben-Gurion University of the Negev
Alexander Shapiro
Affiliation:
Ben-Gurion University of the Negev
*
Requests for reprints should be sent to Giacomo Della Riccia, University of Udine, Faculty of Sciences, 33100-Udine, Italy.
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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.

Keywords

factor analysiscovariance matricesminimum traceconstrained minimum traceminimum rank
Type
Original Paper
Information
Psychometrika , Volume 47 , Issue 4 , December 1982 , pp. 443 - 448
Copyright
Copyright © 1982 The Psychometric Society

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