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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