Effective Algorithms for Solving Trace Minimization Problem in Multivariate Statistics

Table 1

Numerical results for the existing majorization method.

n, p	CT.	IT.
30, 10	0.599	1793	1.005 ×	1.561 ×	4.108 ×
50, 30	5.325	3595	1.001 ×	2.436 ×	1.221 ×
100, 50	51.804	3886	1.001 ×	8.030 ×	1.795 ×
100, 70	131.740	6792	1.000 ×	4.213 ×	2.231 ×
200, 50	333.110	4104	1.001 ×	4.545 ×	1.637 ×
200, 70	929.852	5318	1.000 ×	2.913 ×	2.232 ×