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Convergence Properties of Certain Minres Algorithms
Abstract:
Levin (1988) has challenged the convergence properties of the Harman and Jones (1966) method of Minres factor analysis. Levin claimed that convergence of the Harman and Jones method is not guaranteed and that a modified version of this method, with proven convergence, is to be preferred. In the present article it is shown that both claims are invalid. Monotone convergence of the Harman and Jones method is guaranteed whereas the modified version, proposed by Levin, may converge to an incorrect solution. Levin has also claimed that the rank-one version of the Harman and Jones method, as implemented in a method by Zegers and ten Berge (1983) lacks a valid convergence proof, and that a method suggested by Comrey and Ahumada (1964, 1965) should be used instead. It is shown that these claims, too, should be reversed.
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