Pairwise Axes Rotations in Factor Analysis

A correlation matrix for eight physical variables is approximated by with , where is the diagonal matrix of the square roots of the three largest eigenvalues of and is an 8×3 matrix that contains the associated eigenvectors as columns. Using pairwise orthogonal rotations , elements of are adjusted so that the squared values in have a simple structure; that is, each row of has only one high value and the other values are relatively small in comparison. A solution approximating the results of the Varimax algorithm for orthogonal rotations (H.F. Kaiser, 1958) is given by these three rotations: -: 34° (or -56°), -: 16°, -: 20°.