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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    Eigenvalues and eigenvectors. In linear algebra, an eigenvector (/ ˈaɪɡən -/ EYE-gən-) or characteristic vector is a vector that has its direction unchanged (or reversed) by a given linear transformation. More precisely, an eigenvector, , of a linear transformation, , is scaled by a constant factor, , when the linear transformation is ...

  3. Factor analysis - Wikipedia

    en.wikipedia.org/wiki/Factor_analysis

    Factor analysis can be only as good as the data allows. In psychology, where researchers often have to rely on less valid and reliable measures such as self-reports, this can be problematic. Interpreting factor analysis is based on using a "heuristic", which is a solution that is "convenient even if not absolutely true". [49]

  4. Exploratory factor analysis - Wikipedia

    en.wikipedia.org/wiki/Exploratory_factor_analysis

    In multivariate statistics, exploratory factor analysis (EFA) is a statistical method used to uncover the underlying structure of a relatively large set of variables. EFA is a technique within factor analysis whose overarching goal is to identify the underlying relationships between measured variables. [1] It is commonly used by researchers ...

  5. Scree plot - Wikipedia

    en.wikipedia.org/wiki/Scree_plot

    In multivariate statistics, a scree plot is a line plot of the eigenvalues of factors or principal components in an analysis. [1] The scree plot is used to determine the number of factors to retain in an exploratory factor analysis (FA) or principal components to keep in a principal component analysis (PCA).

  6. Rayleigh–Ritz method - Wikipedia

    en.wikipedia.org/wiki/Rayleigh–Ritz_method

    Rayleigh–Ritz method. The Rayleigh–Ritz method is a direct numerical method of approximating eigenvalues, originated in the context of solving physical boundary value problems and named after Lord Rayleigh and Walther Ritz. In this method, an infinite-dimensional linear operator is approximated by a finite-dimensional compression, on which ...

  7. Varimax rotation - Wikipedia

    en.wikipedia.org/wiki/Varimax_rotation

    In statistics, a varimax rotation is used to simplify the expression of a particular sub-space in terms of just a few major items each. The actual coordinate system is unchanged, it is the orthogonal basis that is being rotated to align with those coordinates. The sub-space found with principal component analysis or factor analysis is expressed ...

  8. Principal component analysis - Wikipedia

    en.wikipedia.org/wiki/Principal_component_analysis

    Principal component analysis (PCA) is a linear dimensionality reduction technique with applications in exploratory data analysis, visualization and data preprocessing. The data is linearly transformed onto a new coordinate system such that the directions (principal components) capturing the largest variation in the data can be easily identified.

  9. Hessian matrix - Wikipedia

    en.wikipedia.org/wiki/Hessian_matrix

    Calculus. In mathematics, the Hessian matrix, Hessian or (less commonly) Hesse matrix is a square matrix of second-order partial derivatives of a scalar-valued function, or scalar field. It describes the local curvature of a function of many variables.