An improvement of the Harman-Fukuda-method for the minres solution in factor analysis |
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Authors: | Prof. Dr. Robert Hafner |
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Affiliation: | (1) Institut für Angewandte Statistik, Johannes-Kepler-Universität Linz, A-4045 Linz/Auhof |
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Abstract: | The method proposed by Harman and Fukuda to treat the so-called Heywood case in the minres method in factor analysis i.e., the case where the resulting communalities are greater than one, involves the frequent solution of eigenvalue problems. A simple method to treat this problem requiring less computing time and enjoying higher numerical stability is described in this paper. |
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Keywords: | Heywood case minres method |
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