Minimum Rank and Minimum Trace of Covariance Matrices

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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.

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Riccia et al. (Wed,) studied this question.

synapsesocial.com/papers/6a1be9064ebd09f3dfa93342 https://doi.org/https://doi.org/10.1007/bf02293708