Applications Of A Theorem On The Traces Of Certain Matrix Products
- 1 January 1979
- journal article
- Published by Taylor & Francis in Multivariate Behavioral Research
- Vol. 14 (1) , 109-113
- https://doi.org/10.1207/s15327906mbr1401_7
Abstract
Two applications of Kristof's theorem on traces of matrix products are presented. One is a simplified demonstration of the method for finding a set of derived orthogonal variables maximally correlated with the original set, and the other one is a demonstration of rotational equivalence of least squares factor analyses of a given rank. The solutions are derived algebraically, without calculus, employing the Eckart-Young decomposition.Keywords
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