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st: RE: RE: Matrix of Eigenvalues of Correlation matrix


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: Matrix of Eigenvalues of Correlation matrix
Date   Sun, 19 Jan 2003 17:11:31 -0000

Andrea Kollmann

> 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?

Al Feiveson 

> 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.

Moreover, -factor- output gives you the 
eigenvalues anyway... 

Nick 
[email protected] 
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