Effective Algorithms for Solving Trace Minimization Problem in Multivariate Statistics

Table 2

Numerical results of Algorithms 2 and 3 with different initial matrix .

	CT.	IT.	Grad.	Obj.
Algorithm 2	11.85	230/4	5.10 ×	−309.19
Algorithm 3	1.15	230/5	7.77 ×	−309.19
Algorithm 2	9.95	149/4	1.52 ×	−310.24
Algorithm 3	0.67	149/5	2.74 ×	−310.24
Algorithm 2	11.49	189/4	6.58 ×	−309.19
Algorithm 3	1.50	189/8	6.77 ×	−309.19
Algorithm 2	6.41	264/3	3.24 ×	−310.24
Algorithm 3	0.62	264/4	3.36 ×	−310.24