You can use matrix symeigen- to get the eigenvalues (there are just n of
them for an n x n matrix, not a "matrix" of them) - but this will not tell
you which variables are linear combinations of which other variables. There
is no natural correspondence between eignvalues and variables.
Al Feiveson
-----Original Message-----
From: [email protected] [mailto:[email protected]]
Sent: Friday, January 17, 2003 2:07 PM
To: [email protected]
Subject: st: Matrix of Eigenvalues of Correlation matrix
Hi,
I am trying to perform a factor analysis. The correlationmatrix is
semidefinite. So I need to know which eigenvalues in the correlationmatrix
are
positive. Does anybody know hot to generate a matrix of eigenvalues of
correlation
matrices?
Thanks in advance
Andrea Kollmann
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