Scaling by Majorizing a Complicated Function, the iterative algorithm to find an optimal Configuration.
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1. Initialize
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1.a. Get initial Configuration Z
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1.b. Set stress σn[0] to a very large value.
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1.c. Set iteration counter k = 0
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2. Increase iteration counter by one: k = k + 1
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3. Calculate distances dij(Z).
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4. Transform dissimilarities δij into disparities d′ij.
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5. Standardize the disparities so that ηd′2 = n(n–1)/2.
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6. Compute the Guttman transform X[k] of Z.
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7. Compute new distances dij(X[k]).
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8. Compute normalized stress σn (d′, X[k])
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9. If |σn[k] – σn[k–1]| / σn[k–1] < ε or k > maximumNumberOfIterations, then stop
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10. Set Z = X[k], and go to 2.
This algorithm goes back to De Leeuw (1977).
© djmw 19980119