Minimization of a class of matrix trace functions by means of refined majorization

A procedure is described for minimizing a class of matrix trace functions. The procedure is a refinement of an earlier procedure for minimizing the class of matrix trace functions using majorization. It contains a recently proposed algorithm by Koschat and Swayne for weighted Procrustes rotation as a special case. A number of trial analyses demonstrate that the refined majorization procedure is more efficient than the earlier majorization-based procedure. The research of H. A. L. Kiers has been made possible by a fellowship from the Royal Netherlands Academy of Arts and Sciences.