Iterative Majorizing Rotation to Orthogonal Simple Structure Solution

Abstract

An iterative process is proposed for obtaining an orthogonal simple structure solution. At each iteration step a target matrix is constructed, such that the relative contributions of the target majorize the original ones, factor by factor. The convergence of the procedure is proven. The algorithm is illustrated with several standard numerical examples. Simple structure solution is achieved for the Thurstone's 26-variable box problem.