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University of California, Los Angeles
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Accelerating Majorization Algorithms
Jan de Leeuw, Department of Statistics, UCLA

Download the Paper (154 K, PDF file) - September 9, 2008 Tell a colleague about it.
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ABSTRACT:
This is a programmatic paper that reviews the construction of majorization algorithms and their rate of convergence. It then discusses some important examples of majorization algorithms, and reviews the literature on how to accelerate the convergence.

SUGGESTED CITATION:
Jan de Leeuw, "Accelerating Majorization Algorithms" (September 9, 2008). Department of Statistics, UCLA. Department of Statistics Papers. Paper 2008090902.
http://repositories.cdlib.org/uclastat/papers/2008090902

 
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