Applications Of A Theorem On The Traces Of Certain Matrix Products
Joseph J. Levin · Multivariate Behavioral Research · 1979
Two applications of Kristof's theorem on traces of matrix products are presented. One is a simplified demonstration of the method for finding a set of derived orthogonal variables maximally correlated with the original set, and the other one is a demonstration of rotational equivalence of least squares factor analyses of a given rank. The solutions are derived algebraically, without calculus, employing the Eckart-Young decomposition.