An improved majorization algorithm for Robust Procrustes analysis

Abstract

In this paper, we focus on algorithms for Robust Procrustes Analysis that are used to rotate a solution of coordinates towards a target solution while controlling outliers. Verboon (1994) and Verboon and Heiser (1992) showed how iterative weighted least-squares can be used to solve the problem. Kiers (1997) improved upon their algorithm by using iterative majorization. In this paper, we propose a new method called “weighted majorization” that improves on the method by Kiers (1997). A simulation study shows that compared to the method by Kiers (1997), the solutions obtained by weighted majorization are in almost all cases of better quality and are obtained significantly faster.