Effective Algorithms for Solving Trace Minimization Problem in Multivariate Statistics

Table 3

Numerical results of the CR method to the symmetric linear equation (69) with different initial matrix in Algorithm 2.

L	CT.	IT.
1	1.98	194	9.38 ×
2	2.05	189	8.86 ×
3	1.99	196	9.74 ×
4	2.14	193	9.39 ×
1	1.78	159	9.08 ×
2	1.63	160	9.56 ×
3	1.83	169	9.13 ×
4	1.63	163	9.38 ×
1	2.02	202	9.56 ×
2	2.02	189	9.61 ×
3	2.03	200	9.97 ×
4	2.12	193	9.69 ×
1	1.66	162	9.45 ×
2	1.79	160	9.61 ×
3	1.71	168	9.16 ×