Trailing-Edge
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decuslib20-02
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decus/20-0026/trace.doc
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SUBROUTINE TRACE
PURPOSE
COMPUTE CUMULATIVE PERCENTAGE OF EIGENVALUES GREATER THAN
OR EQUAL TO A CONSTANT SPECIFIED BY THE USER. THIS SUB-
ROUTINE NORMALLY OCCURS IN A SEQUENCE OF CALLS TO SUB-
ROUTINES CORRE, EIGEN, TRACE, LOAD, AND VARMX IN THE PER-
FORMANCE OF A FACTOR ANALYSIS.
USAGE
CALL TRACE (M,R,CON,K,D)
DESCRIPTION OF PARAMETERS
M - NUMBER OF VARIABLES. M MUST BE > OR = TO 1
R - INPUT MATRIX (SYMMETRIC AND STORED IN COMPRESSED
FORM WITH ONLY UPPER TRIANGLE BY COLUMN IN CORE)
CONTAINING EIGENVALUES IN DIAGONAL. EIGENVALUES ARE
ARRANGED IN DESCENDING ORDER. THE ORDER OF MATRIX R
IS M BY M. ONLY M*(M+1)/2 ELEMENTS ARE IN STORAGE.
(STORAGE MODE OF 1)
CON - A CONSTANT USED TO DECIDE HOW MANY EIGENVALUES TO
RETAIN. CUMULATIVE PERCENTAGE OF EIGENVALUES
WHICH ARE GREATER THAN OR EQUAL TO THIS VALUE IS
CALCULATED.
K - OUTPUT VARIABLE CONTAINING THE NUMBER OF EIGENVALUES
GREATER THAN OR EQUAL TO CON. (K IS THE NUMBER OF
FACTORS.)
D - OUTPUT VECTOR OF LENGTH M CONTAINING CUMULATIVE
PERCENTAGE OF EIGENVALUES WHICH ARE GREATER THAN
OR EQUAL TO CON.
REMARKS
NONE
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NONE
METHOD
EACH EIGENVALUE GREATER THAN OR EQUAL TO CON IS DIVIDED BY M
AND THE RESULT IS ADDED TO THE PREVIOUS TOTAL TO OBTAIN
THE CUMULATIVE PERCENTAGE FOR EACH EIGENVALUE.