677 research outputs found

    On the Procrustean analogue of individual differences scaling (INDSCAL)

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    In this paper, individual differences scaling (INDSCAL) is revisited, considering INDSCAL as being embedded within a hierarchy of individual difference scaling models. We explore the members of this family, distinguishing (i) models, (ii) the role of identification and substantive constraints, (iii) criteria for fitting models and (iv) algorithms to optimise the criteria. Model formulations may be based either on data that are in the form of proximities or on configurational matrices. In its configurational version, individual difference scaling may be formulated as a form of generalized Procrustes analysis. Algorithms are introduced for fitting the new models. An application from sensory evaluation illustrates the performance of the methods and their solutions

    Manifold interpolation and model reduction

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    One approach to parametric and adaptive model reduction is via the interpolation of orthogonal bases, subspaces or positive definite system matrices. In all these cases, the sampled inputs stem from matrix sets that feature a geometric structure and thus form so-called matrix manifolds. This work will be featured as a chapter in the upcoming Handbook on Model Order Reduction (P. Benner, S. Grivet-Talocia, A. Quarteroni, G. Rozza, W.H.A. Schilders, L.M. Silveira, eds, to appear on DE GRUYTER) and reviews the numerical treatment of the most important matrix manifolds that arise in the context of model reduction. Moreover, the principal approaches to data interpolation and Taylor-like extrapolation on matrix manifolds are outlined and complemented by algorithms in pseudo-code.Comment: 37 pages, 4 figures, featured chapter of upcoming "Handbook on Model Order Reduction

    Solving constrained Procrustes problems: a conic optimization approach

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    Procrustes problems are matrix approximation problems searching for a~transformation of the given dataset to fit another dataset. They find applications in numerous areas, such as factor and multivariate analysis, computer vision, multidimensional scaling or finance. The known methods for solving Procrustes problems have been designed to handle specific sub-classes, where the set of feasible solutions has a special structure (e.g. a Stiefel manifold), and the objective function is defined using a specific matrix norm (typically the Frobenius norm). We show that a wide class of Procrustes problems can be formulated and solved as a (rank-constrained) semi-definite program. This includes balanced and unbalanced (weighted) Procrustes problems, possibly to a partially specified target, but also oblique, projection or two-sided Procrustes problems. The proposed approach can handle additional linear, quadratic, or semi-definite constraints and the objective function defined using the Frobenius norm but also standard operator norms. The results are demonstrated on a set of numerical experiments and also on real applications
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