Effective Algorithms for Solving Trace Minimization Problem in Multivariate Statistics

<table class="algorithm-group"><tr><td><table class="algorithm" id="alg2"><tr><td>(1)</td><td>Choose an initial point <svg height="15.6876pt" id="M598" style="vertical-align:-3.4294pt" version="1.1" viewbox="-0.0498162 -12.2582 74.1764 15.6876" width="74.1764pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M748 650H522L515 622L546 617C580 611 587 604 565 575C518 513 469 451 419 393C376 474 349 534 330 580C318 609 325 612 361 618L383 622L392 650H151L144 622C214 616 224 612 257 543L360 327C270 218 187 124 159 95C106 40 92 34 26 28L17 0H252L259 28L236 31C189 37 188 47 209 78C249 136 308 210 377 294L478 79C494 44 487 37 449 32L418 28L409 0H673L680 28C596 34 591 39 554 116L436 361C526 469 574 521 604 553C659 612 669 614 739 622L748 650Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,9.945,-5.741)"><path d="M309 -142C211 -61 151 99 151 271S210 601 309 683L288 710C141 611 75 451 75 272V271C75 90 141 -72 288 -169L309 -142Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,13.203,-5.741)"><path d="M245 635C92 635 37 457 37 312C37 149 91 -12 244 -12C395 -12 449 166 449 312C449 469 395 635 245 635ZM243 598C332 598 358 454 358 312C358 173 334 26 245 26C158 26 128 174 128 313S152 598 243 598Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,17.635,-5.741)"><path d="M283 271C283 451 220 610 70 710L48 683C146 603 207 443 207 271S149 -59 48 -142L70 -169C220 -67 283 90 283 271Z"></path></g><g transform="matrix(.013,0,0,-0.013,25.064,0)"><path d="M448 1V51H364C248 51 153 129 140 230H448V280H140C153 381 248 459 364 459H448V509H365C208 509 80 395 80 255S208 1 365 1H448Z"></path></g><g transform="matrix(.013,0,0,-0.013,35.559,0)"><path d="M409 504C401 567 396 607 392 642C354 654 312 665 266 665C137 665 60 583 60 487C60 374 161 325 225 290C300 250 355 215 355 141C355 68 311 21 235 21C131 21 86 122 71 183L41 176C48 128 61 42 68 21C78 16 93 8 118 0C142 -7 175 -15 216 -15C349 -15 438 69 438 174C438 287 344 333 265 374C186 414 138 449 138 522C138 576 172 631 249 631C336 631 363 562 380 499L409 504Z"></path></g><g transform="matrix(.013,0,0,-0.013,41.539,0)"><path d="M298 36L289 62C276 55 253 45 228 45C202 45 169 60 169 141V397H276C289 405 292 426 282 437H169V574L155 576L90 509V437H45L17 408L21 397H90V107C90 28 125 -12 188 -12C198 -12 213 -8 230 1L298 36Z"></path></g><g transform="matrix(.013,0,0,-0.013,45.542,0)"><path d="M300 -147C201 -63 143 98 143 270S200 602 300 686L282 710C136 610 70 450 70 271V270C70 89 136 -72 282 -170L300 -147Z"></path></g><g transform="matrix(.013,0,0,-0.013,50.04,0)"><path d="M495 86L479 114C446 82 419 66 409 66C401 66 401 72 406 97C420 166 436 231 453 297C489 435 454 448 428 448C406 448 384 439 354 422C305 394 222 327 161 247H159L183 345C200 415 194 448 173 448C143 448 82 410 23 351L38 325C64 349 95 371 105 371C111 371 116 365 109 336L25 -4L31 -12C50 -4 77 3 107 9C119 69 132 122 145 168C197 254 321 381 370 381C387 381 393 374 378 305L329 95C309 17 320 -12 345 -12C372 -12 430 19 495 86Z"></path></g><g transform="matrix(.013,0,0,-0.013,56.566,0)"><path d="M95 130C70 130 46 113 46 88C46 72 54 64 59 64C93 55 121 33 121 -3C121 -41 93 -68 44 -88L55 -117C117 -98 186 -56 186 22C186 91 131 130 95 130Z"></path></g><g transform="matrix(.013,0,0,-0.013,61.709,0)"><path d="M570 304C570 398 525 448 414 448C385 448 343 445 312 434L329 511L321 518C297 504 262 482 244 460L233 411C195 397 159 381 128 358L135 332C160 347 189 360 224 373L111 -147C97 -210 84 -218 17 -231L13 -257L254 -247L259 -218L233 -216C183 -212 177 -202 189 -142L218 -1C238 -10 266 -12 283 -12C351 3 429 48 483 105C543 168 570 242 570 304ZM482 289C482 161 380 33 304 33C278 33 248 51 233 69L303 396C326 400 352 403 369 403C428 403 482 380 482 289Z"></path></g><g transform="matrix(.013,0,0,-0.013,69.419,0)"><path d="M275 270C275 450 212 609 64 710L45 686C145 604 203 442 203 270S147 -63 45 -147L64 -170C213 -68 275 89 275 270Z"></path></g></svg> and a parameter <span class="nowrap"><svg height="11.5303pt" id="M599" style="vertical-align:-3.18148pt" version="1.1" viewbox="-0.0498162 -8.34882 31.2566 11.5303" width="31.2566pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M387 375C387 402 357 448 257 448C172 448 82 404 82 326C82 289 108 255 156 241V239C85 223 23 181 23 116C23 39 89 -12 182 -12C265 -12 336 31 378 91L361 114C320 73 269 47 216 47C157 47 115 82 115 137C115 191 160 219 218 219C243 219 262 218 272 217L304 259L302 266C295 265 281 264 255 264C195 264 163 294 163 335C163 377 200 416 249 416C293 416 321 389 329 342C331 332 335 329 341 329C355 329 387 352 387 375Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,5.005,3.132)"><path d="M389 0V32C297 38 291 46 291 118V635C234 613 175 595 109 583V556L161 554C203 552 207 547 207 497V118C207 46 201 38 110 32V0H389Z"></path></g><g transform="matrix(.013,0,0,-0.013,13.583,0)"><path d="M512 230V281L75 514V456L453 256V254L75 55V-3L512 230Z"></path></g><g transform="matrix(.013,0,0,-0.013,24.846,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z"></path></g></svg>.</span> Set <span class="nowrap"><svg height="9.49473pt" id="M600" style="vertical-align:-0.2063999pt" version="1.1" viewbox="-0.0498162 -9.28833 30.825 9.49473" width="30.825pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M480 416C480 431 465 448 438 448C388 448 312 383 252 330C217 299 188 273 155 237H153L257 680C262 700 263 712 253 712C240 712 183 684 97 674L92 648L126 647C166 646 172 645 163 606L23 -6L29 -12C51 -5 77 2 107 8C115 62 130 128 142 180C153 193 179 220 204 241C231 170 259 106 288 54C317 0 336 -12 358 -12C381 -12 423 2 477 80L460 100C434 74 408 54 398 54C385 54 374 65 351 107C326 154 282 241 263 299C296 332 351 377 403 377C424 377 436 372 445 368C449 366 456 368 462 375C472 386 480 402 480 416Z"></path></g><g transform="matrix(.013,0,0,-0.013,10.171,0)"><path d="M116 412C83 412 59 388 59 355C59 321 83 297 115 297S170 321 170 355C170 388 147 412 116 412ZM114 -12C147 -12 171 11 171 46C171 78 147 103 115 103C84 103 60 78 60 46C60 11 84 -12 114 -12Z"></path></g><g transform="matrix(.013,0,0,-0.013,13.135,0)"><path d="M535 323V373H52V323H535ZM535 138V188H52V138H535Z"></path></g><g transform="matrix(.013,0,0,-0.013,24.398,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z"></path></g></svg>.</span></td></tr><tr><td>(2)</td><td><b>while</b><svg height="15.6876pt" id="M601" style="vertical-align:-3.4294pt" version="1.1" viewbox="-0.0498162 -12.2582 106.718 15.6876" width="106.718pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M162 -163V703H102V-163H162ZM309 -163V703H249V-163H309Z"></path></g><g transform="matrix(.013,0,0,-0.013,5.343,0)"><path d="M463 437C426 431 375 425 327 422C297 440 264 449 231 449H230C153 449 51 396 51 283C51 215 94 168 139 149C123 129 91 103 51 88C50 78 53 60 62 46C75 25 100 2 136 -9C112 -28 73 -59 53 -79C38 -94 29 -113 29 -135C30 -192 91 -257 203 -257C336 -257 452 -160 452 -59C452 39 371 59 309 59C275 59 240 58 203 58C158 58 140 77 140 96C140 110 157 129 170 138C186 135 205 133 221 133C306 133 396 185 396 293C396 328 384 360 366 381L423 378C439 387 459 413 468 429L463 437ZM219 418C277 418 314 362 314 284C314 205 275 166 231 165C176 165 137 221 137 299C137 376 177 418 219 418ZM241 -11C285 -11 314 -14 339 -24C367 -36 384 -61 384 -95C384 -157 335 -206 240 -206C166 -206 108 -165 108 -110C108 -82 128 -54 154 -32C172 -17 195 -11 241 -11Z"></path></g><g transform="matrix(.013,0,0,-0.013,11.492,0)"><path d="M181 342V451C133 431 89 419 40 411V388C98 381 102 377 102 311V104C102 38 95 32 33 26V0H263V26C186 32 181 38 181 104V287C203 343 235 372 261 372C277 372 289 366 304 352C310 346 318 345 330 350C349 359 362 379 362 399C362 422 338 449 304 449C256 449 213 393 183 342H181Z"></path></g><g transform="matrix(.013,0,0,-0.013,16.315,0)"><path d="M433 39L423 65C413 59 399 54 387 54C370 54 352 69 352 114V299C352 352 342 392 307 422C285 440 255 449 225 449C168 437 102 399 75 379C56 365 44 353 44 339C44 315 69 296 87 296C101 296 111 303 116 319C124 349 133 371 145 385C156 397 171 404 190 404C241 404 275 364 275 291V274C253 256 180 229 120 209C65 190 39 159 39 110C39 47 88 -12 159 -12C189 -12 237 25 277 52C282 35 288 21 301 8C312 -3 333 -12 348 -12L433 39ZM275 84C256 65 221 48 195 48C164 48 124 73 124 124C124 161 146 180 185 198C206 208 254 229 275 240V84Z"></path></g><g transform="matrix(.013,0,0,-0.013,22.022,0)"><path d="M517 51L485 54C448 58 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-147Z"></path></g><g transform="matrix(.013,0,0,-0.013,44,0)"><path d="M748 650H522L515 622L546 617C580 611 587 604 565 575C518 513 469 451 419 393C376 474 349 534 330 580C318 609 325 612 361 618L383 622L392 650H151L144 622C214 616 224 612 257 543L360 327C270 218 187 124 159 95C106 40 92 34 26 28L17 0H252L259 28L236 31C189 37 188 47 209 78C249 136 308 210 377 294L478 79C494 44 487 37 449 32L418 28L409 0H673L680 28C596 34 591 39 554 116L436 361C526 469 574 521 604 553C659 612 669 614 739 622L748 650Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,53.945,-5.741)"><path d="M309 -142C211 -61 151 99 151 271S210 601 309 683L288 710C141 611 75 451 75 272V271C75 90 141 -72 288 -169L309 -142Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,57.203,-5.741)"><path d="M485 418C485 434 469 451 441 451C389 451 312 387 255 335C221 304 194 278 159 242H157L259 678C264 698 264 710 255 710C242 710 183 681 96 673L90 643L128 642C165 641 171 640 162 602L24 -5L31 -12C51 -4 81 4 110 9L145 181C154 195 180 220 205 242C233 170 263 106 291 53C318 1 335 -12 360 -12C383 -12 425 0 483 82L463 105C437 79 411 57 400 57C388 57 378 68 355 110C329 156 288 244 268 298C299 333 355 376 405 376C426 376 440 373 448 368C453 365 465 368 468 373C477 386 485 405 485 418Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,61.835,-5.741)"><path d="M283 271C283 451 220 610 70 710L48 683C146 603 207 443 207 271S149 -59 48 -142L70 -169C220 -67 283 90 283 271Z"></path></g><g transform="matrix(.013,0,0,-0.013,65.632,0)"><path d="M275 270C275 450 212 609 64 710L45 686C145 604 203 442 203 270S147 -63 45 -147L64 -170C213 -68 275 89 275 270Z"></path></g><g transform="matrix(.013,0,0,-0.013,70.13,0)"><path d="M162 -163V703H102V-163H162ZM309 -163V703H249V-163H309Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,75.473,3.132)"><path d="M606 650H137L129 618C217 609 221 609 203 518L129 129C115 46 106 40 26 32L18 0H300L307 32C210 40 203 45 218 129L249 305H358C454 305 455 296 457 219H491L531 425H497C465 353 463 350 366 350H259L300 569C306 605 310 611 346 611H444C522 611 535 598 541 578C550 557 553 519 552 485L588 489L606 650Z"></path></g><g transform="matrix(.013,0,0,-0.013,85.221,0)"><path d="M512 230V281L75 514V456L453 256V254L75 55V-3L512 230Z"></path></g><g transform="matrix(.013,0,0,-0.013,96.484,0)"><path d="M387 375C387 402 357 448 257 448C172 448 82 404 82 326C82 289 108 255 156 241V239C85 223 23 181 23 116C23 39 89 -12 182 -12C265 -12 336 31 378 91L361 114C320 73 269 47 216 47C157 47 115 82 115 137C115 191 160 219 218 219C243 219 262 218 272 217L304 259L302 266C295 265 281 264 255 264C195 264 163 294 163 335C163 377 200 416 249 416C293 416 321 389 329 342C331 332 335 329 341 329C355 329 387 352 387 375Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,101.489,3.132)"><path d="M389 0V32C297 38 291 46 291 118V635C234 613 175 595 109 583V556L161 554C203 552 207 547 207 497V118C207 46 201 38 110 32V0H389Z"></path></g></svg><b>do</b></td></tr><tr><td>(3)</td><td> Perform OptStiefelGBB. All parameters needed in OptStiefelGBB are the same as those in [<a href="/journals/mpe/2020/3054764/#B13">13</a>].</td></tr><tr><td>(4)</td><td> <span class="nowrap"><svg height="9.63826pt" id="M602" style="vertical-align:-0.3499298pt" version="1.1" viewbox="-0.0498162 -9.28833 50.1283 9.63826" width="50.1283pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M480 416C480 431 465 448 438 448C388 448 312 383 252 330C217 299 188 273 155 237H153L257 680C262 700 263 712 253 712C240 712 183 684 97 674L92 648L126 647C166 646 172 645 163 606L23 -6L29 -12C51 -5 77 2 107 8C115 62 130 128 142 180C153 193 179 220 204 241C231 170 259 106 288 54C317 0 336 -12 358 -12C381 -12 423 2 477 80L460 100C434 74 408 54 398 54C385 54 374 65 351 107C326 154 282 241 263 299C296 332 351 377 403 377C424 377 436 372 445 368C449 366 456 368 462 375C472 386 480 402 480 416Z"></path></g><g transform="matrix(.013,0,0,-0.013,10.171,0)"><path d="M704 323V373H221V323H704ZM704 138V188H221V138H704ZM148 356C148 384 123 405 98 405C71 405 49 384 49 356C49 330 71 307 98 307C123 307 148 330 148 356ZM148 155C148 183 123 204 98 204C71 204 49 183 49 155C49 129 71 106 98 106C123 106 148 129 148 155Z"></path></g><g transform="matrix(.013,0,0,-0.013,23.67,0)"><path d="M480 416C480 431 465 448 438 448C388 448 312 383 252 330C217 299 188 273 155 237H153L257 680C262 700 263 712 253 712C240 712 183 684 97 674L92 648L126 647C166 646 172 645 163 606L23 -6L29 -12C51 -5 77 2 107 8C115 62 130 128 142 180C153 193 179 220 204 241C231 170 259 106 288 54C317 0 336 -12 358 -12C381 -12 423 2 477 80L460 100C434 74 408 54 398 54C385 54 374 65 351 107C326 154 282 241 263 299C296 332 351 377 403 377C424 377 436 372 445 368C449 366 456 368 462 375C472 386 480 402 480 416Z"></path></g><g transform="matrix(.013,0,0,-0.013,33.115,0)"><path d="M535 230V280H323V490H265V280H52V230H265V-3H323V230H535Z"></path></g><g transform="matrix(.013,0,0,-0.013,43.651,0)"><path d="M384 0V27C293 34 287 42 287 114V635C232 613 172 594 109 583V559L157 557C201 555 205 550 205 499V114C205 42 199 34 109 27V0H384Z"></path></g></svg>.</span></td></tr><tr><td>(5)</td><td><b>end while</b></td></tr><tr><td>(6)</td><td>Set <svg height="12.308pt" id="M603" style="vertical-align:-0.04979992pt" version="1.1" viewbox="-0.0498162 -12.2582 60.4057 12.308" width="60.4057pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M748 650H522L515 622L546 617C580 611 587 604 565 575C518 513 469 451 419 393C376 474 349 534 330 580C318 609 325 612 361 618L383 622L392 650H151L144 622C214 616 224 612 257 543L360 327C270 218 187 124 159 95C106 40 92 34 26 28L17 0H252L259 28L236 31C189 37 188 47 209 78C249 136 308 210 377 294L478 79C494 44 487 37 449 32L418 28L409 0H673L680 28C596 34 591 39 554 116L436 361C526 469 574 521 604 553C659 612 669 614 739 622L748 650Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,9.945,-5.741)"><path d="M309 -142C211 -61 151 99 151 271S210 601 309 683L288 710C141 611 75 451 75 272V271C75 90 141 -72 288 -169L309 -142Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,13.203,-5.741)"><path d="M245 635C92 635 37 457 37 312C37 149 91 -12 244 -12C395 -12 449 166 449 312C449 469 395 635 245 635ZM243 598C332 598 358 454 358 312C358 173 334 26 245 26C158 26 128 174 128 313S152 598 243 598Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,17.635,-5.741)"><path d="M283 271C283 451 220 610 70 710L48 683C146 603 207 443 207 271S149 -59 48 -142L70 -169C220 -67 283 90 283 271Z"></path></g><g transform="matrix(.013,0,0,-0.013,25.064,0)"><path d="M704 323V373H221V323H704ZM704 138V188H221V138H704ZM148 356C148 384 123 405 98 405C71 405 49 384 49 356C49 330 71 307 98 307C123 307 148 330 148 356ZM148 155C148 183 123 204 98 204C71 204 49 183 49 155C49 129 71 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-12C51 -4 81 4 110 9L145 181C154 195 180 220 205 242C233 170 263 106 291 53C318 1 335 -12 360 -12C383 -12 425 0 483 82L463 105C437 79 411 57 400 57C388 57 378 68 355 110C329 156 288 244 268 298C299 333 355 376 405 376C426 376 440 373 448 368C453 365 465 368 468 373C477 386 485 405 485 418Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,56.398,-5.741)"><path d="M283 271C283 451 220 610 70 710L48 683C146 603 207 443 207 271S149 -59 48 -142L70 -169C220 -67 283 90 283 271Z"></path></g></svg> and <span class="nowrap"><svg height="9.49473pt" id="M604" style="vertical-align:-0.2063999pt" version="1.1" viewbox="-0.0498162 -9.28833 30.0943 9.49473" width="30.0943pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M480 416C480 431 465 448 438 448C388 448 312 383 252 330C217 299 188 273 155 237H153L257 680C262 700 263 712 253 712C240 712 183 684 97 674L92 648L126 647C166 646 172 645 163 606L23 -6L29 -12C51 -5 77 2 107 8C115 62 130 128 142 180C153 193 179 220 204 241C231 170 259 106 288 54C317 0 336 -12 358 -12C381 -12 423 2 477 80L460 100C434 74 408 54 398 54C385 54 374 65 351 107C326 154 282 241 263 299C296 332 351 377 403 377C424 377 436 372 445 368C449 366 456 368 462 375C472 386 480 402 480 416Z"></path></g><g transform="matrix(.013,0,0,-0.013,10.171,0)"><path d="M704 323V373H221V323H704ZM704 138V188H221V138H704ZM148 356C148 384 123 405 98 405C71 405 49 384 49 356C49 330 71 307 98 307C123 307 148 330 148 356ZM148 155C148 183 123 204 98 204C71 204 49 183 49 155C49 129 71 106 98 106C123 106 148 129 148 155Z"></path></g><g transform="matrix(.013,0,0,-0.013,23.67,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z"></path></g></svg>.</span></td></tr><tr><td>(7)</td><td>Perform Steps 2–9 in Algorithm <a href="../alg1/">1</a>.</td></tr></table></td></tr></table>

<div> Hybrid method for Problem <a href="https://static.hindawi.com/articles/mpe/volume-2020/3054764/figures/#problem1">1</a>.</div>

Mathematical Problems in Engineering

alg2

Algorithm 2

Algorithm 2: Effective Algorithms for Solving Trace Minimization Problem in Multivariate Statistics 