AN IBM TYPE 650 PROGRAM FOR TRANSFORMING A CORRELATION MATRIX TO BE ORTHOGONAL TO A NORMALIZED VECTOR,
Abstract
This program, given a correlation matrix and a normalized vector of the same order, obtains a transformed correlation matrix whose rows, columns, and principal axis vectors are orthogo nal to the given vector. The program first per forms an iteration procedure to obtain a vector necessary for the transformation; the trans formation itself is then carried out. In some cases there is no real solution to the problem, and the program stops while trying to take the square root of a negative number. The actual mathematical steps performed by the program are given in the Appendix. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1960
- Accession Number
- AD0419370
Entities
People
- George R. Burket
Organizations
- University of Washington