1. Factor Analysis Development
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2. [ ] [ ] l l D Z Z Z Z Q -1 Z Q Z Q Q Q j Q n Z = D # A + B T j
Factor Analysis Development Z = D # T A + B
always a diagonal matrix
Sometimes the identity matrix
A is
(The complete story in two slide) D Z CO Z CM Z RO Z RM
Find Q such that [ ] Q -1
A diagonal matrix Z Q
If you are successful then =
Each of these is an eigenvalue l [ ] l j Z Q Q Q j =
Each of these is an eigenvector
Each of these columns (eigenvectors) is
linearly independent Q n
will make a great orthonormal basis set
orthogonal

3. ( ) ( ) D = RC Z Q n Q n Q n D D U Q n D U D I Q n D Q n Q n Q n Q n D
Factor Analysis Development
D = RC
(The complete story in two slide) Z Q n -1 T Q n -1 Q n ( ) D T D = U Q n D U D = I T Q n D T -1 Q n -1 Q n -1 Q n -1 Q n D T U D Q n = ( ) U T Q n D T U D Q n = U U T U

4. ( ) D = RC Z Q D n I U -1 T = Factor Analysis Development
(The complete story in two slide)