Eigenvalue and factor models: how to get the orthogonal matrix?
2 visualizzazioni (ultimi 30 giorni)
Mostra commenti meno recenti
Hi everyone, I would like to know if there is a command to form factor models and get the orthogonal matrix in matlab. For instance, let QAQ = covariance matrix of x and A is a diagonal matrix of eigenvalues of the matrix cov(x) and Q is an orthogonal matrix whose columns are standardized eigenvectors. How can I get the Q...the orthogonal matrix in matlab?
Thank you,
0 Commenti
Risposte (0)
Vedere anche
Categorie
Scopri di più su Linear Algebra in Help Center e File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!