approxloads: Low Rank Approximation LL' of a Square Symmetrix Matrix R
Description
Uses the eigendecomposition of a square, symmetrix matrix R to obtain the
loadings matrix L such that R is approximated by LL', with L restricted to
have r columns. Hence LL' is a rank r approximation of R. The
eigendecomposition of R is used to obtain L from the first r
eigenvectors and eigenvalues. In case procr.target is not
NULL, L is further rotated through orthogonal Procrustes analysis to
match as closely as possible the matrix procr.target through
orthprocr.
Usage
approxloads(R, r = 3, procr.target = NULL, refl.target = NULL)
Arguments
R
Square, symmetric matrix R to be approximated
r
The required rank of the approximation
procr.target
Optional; the target matrix for L in the orthogonal
Procrustes analysis
refl.target
Optional; the matrix to check against for possible
reflections of the loading vectors.