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The Young-Householder algorithm and the least squares multidimensional scaling of squared distances

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Abstract

It is shown that replacement of the zero diagonal elements of the symmetric data matrix of approximate squared distances by certain other quantities in the Young-Householder algorithm will yield a least squares fit to squared distances instead of to scalar products. Iterative algorithms for obtaining these replacement diagonal elements are described and relationships with the ELEGANT algorithm (de Leeuw 1975; Takane 1977) are discussed. In “large residual” situations a penalty function approach, motivated by the ELEGANT algorithm, is adopted. Empirical comparisons of the algorithms are given.

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An early version of this paper was presented at the Multidimensional Data Analysis Workshop, Pembroke College, Cambridge, July 1985. I want to thank Jan de Leeuw and Yoshio Takane for bringing the ELEGANT algorithm to my attention and for clarifying its rationale and notation. My thanks go also to Stephen du Toit for help with the ALSCAL computations reported in Section 7.

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Browne, M.W. The Young-Householder algorithm and the least squares multidimensional scaling of squared distances. Journal of Classification 4, 175–190 (1987). https://doi.org/10.1007/BF01896985

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