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decuslib20-02
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decus/20-0026/varmx.doc
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SUBROUTINE VARMX
PURPOSE
PERFORM ORTHOGONAL ROTATIONS OF A FACTOR MATRIX. THIS
SUBROUTINE NORMALLY OCCURS IN A SEQUENCE OF CALLS TO SUB-
ROUTINES CORRE, EIGEN, TRACE, LOAD, VARMX IN THE PERFORMANCE
OF A FACTOR ANALYSIS.
USAGE
CALL VARMX (M,K,A,NC,TV,H,F,D,IER)
DESCRIPTION OF PARAMETERS
M - NUMBER OF VARIABLES AND NUMBER OF ROWS OF MATRIX A.
K - NUMBER OF FACTORS.
A - INPUT IS THE ORIGINAL FACTOR MATRIX, AND OUTPUT IS
THE ROTATED FACTOR MATRIX. THE ORDER OF MATRIX A
IS M X K.
NC - OUTPUT VARIABLE CONTAINING THE NUMBER OF ITERATION
CYCLES PERFORMED.
TV - OUTPUT VECTOR CONTAINING THE VARIANCE OF THE FACTOR
MATRIX FOR EACH ITERATION CYCLE. THE VARIANCE PRIOR
TO THE FIRST ITERATION CYCLE IS ALSO CALCULATED.
THIS MEANS THAT NC+1 VARIANCES ARE STORED IN VECTOR
TV. MAXIMUM NUMBER OF ITERATION CYCLES ALLOWED IN
THIS SUBROUTINE IS 50. THEREFORE, THE LENGTH OF
VECTOR TV IS 51.
H - OUTPUT VECTOR OF LENGTH M CONTAINING THE ORIGINAL
COMMUNALITIES.
F - OUTPUT VECTOR OF LENGTH M CONTAINING THE FINAL
COMMUNALITIES.
D - OUTPUT VECTOR OF LENGTH M CONTAINING THE DIFFERENCES
BETWEEN THE ORIGINAL AND FINAL COMMUNALITIES.
IER - ERROR INDICATOR
IER=0 - NO ERROR
IER=1 - CONVERGENCE WAS NOT ACHIEVED IN 50 CYCLES
OF ROTATION
REMARKS
IF VARIANCE COMPUTED AFTER EACH ITERATION CYCLE DOES NOT
INCREASE FOR FOUR SUCCESSIVE TIMES, THE SUBROUTINE STOPS
ROTATION.
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NONE
METHOD
KAISER'S VARIMAX ROTATION AS DESCRIBED IN 'COMPUTER PROGRAM
FOR VARIMAX ROTATION IN FACTOR ANALYSIS' BY THE SAME AUTHOR,
EDUCATIONAL AND PSYCHOLOGICAL MEASUREMENT, VOL XIX, NO. 3,
1959.