Accession Number : AD0430593

Title :   FACTOR ANALYSIS OF DATA MATRICES. PART III,

Corporate Author : WASHINGTON UNIV SEATTLE

Personal Author(s) : Horst,Paul

Report Date : JAN 1964

Pagination or Media Count : 153

Abstract : This is Part III f a series of reports on rationales and techniques of matrix factoring which play an important role in multivariate analysis techniques. The methods discussed are basic structure solutions. They include: Jacobi type, order reduction, solutions from incomplete covariance matrices, factoring data matrices. The most important characteristic of these methods is that the solution involves repeated operations with a one-parameter square orthonormal matrix, as distinguished from repeated matrix by vector multiplication. The solutions are interactive or consist of a series of sucdessive approximations. They are not selfcorrecting for the successive approximations. This means that each cycle of computations accumulates decimal error and passes it on to the next cycle. Two variations of the method which involves repeated operations with a single parameter square orthonormal matrix are discussed. The simultaneous method is an iterative solution involving one-parameter orthonormal transformations, or what is sometimes known as binary rotations; the successive method is that which involves the same type of orthonormal transformations of the original matrix, but the basic diagonals and corresponding orthonrmal vectors are solved for in order of magnitude.

Descriptors :   (*FACTOR ANALYSIS, DATA), (*MATRICES(MATHEMATICS), DATA), (*STATISTICAL ANALYSIS, CORRELATION TECHNIQUES), (*FACTOR ANALYSIS, REVIEWS), (*DATA PROCESSING, REVIEWS), ANALYTIC GEOMETRY, GROUPS (MATHEMATICS), PROGRAMMING (COMPUTERS), COMPLEX VARIABLES

Distribution Statement : APPROVED FOR PUBLIC RELEASE