Trailing-Edge
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decuslib10-02
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43,50145/load.doc
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SUBROUTINE LOAD
PURPOSE
COMPUTE A FACTOR MATRIX (LOADING) FROM EIGENVALUES AND
ASSOCIATED EIGENVECTORS. THIS SUBROUTINE NORMALLY OCCURS
IN A SEQUENCE OF CALLS TO SUBROUTINES CORRE, EIGEN, TRACE,
LOAD, AND VARMX IN THE PERFORMANCE OF A FACTOR ANALYSIS.
USAGE
CALL LOAD (M,K,R,V)
DESCRIPTION OF PARAMETERS
M - NUMBER OF VARIABLES.
K - NUMBER OF FACTORS. K MUST BE GREATER THAN OR EQUAL
TO 1 AND LESS THAN OR EQUAL TO M.
R - A MATRIX (SYMMETRIC AND STORED IN COMPRESSED FORM
WITH ONLY UPPER TRIANGLE BY COLUMN IN CORE) CON-
TAINING EIGENVALUES IN DIAGONAL. EIGENVALUES ARE
ARRANGED IN DESCENDING ORDER, AND FIRST K
EIGENVALUES ARE USED BY THIS SUBROUTINE. THE ORDER
OF MATRIX R IS M BY M. ONLY M*(M+1)/2 ELEMENTS ARE
IN STORAGE. (STORAGE MODE OF 1)
V - WHEN THIS SUBROUTINE IS CALLED, MATRIX V (M X M)
CONTAINS EIGENVECTORS COLUMNWISE. UPON RETURNING TO
THE CALLING PROGRAM, MATRIX V CONTAINS A FACTOR
MATRIX (M X K).
REMARKS
NONE
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NONE
METHOD
NORMALIZED EIGENVECTORS ARE CONVERTED TO THE FACTOR PATTERN
BY MULTIPLYING THE ELEMENTS OF EACH VECTOR BY THE SQUARE
ROOT OF THE CORRESPONDING EIGENVALUE.