Iterative procedure to compute a correlation matrix reduction to a single factor dependence vector by minimizing the residuals.
It assumes that such a reduction is possible, notice that if the dependence can not be reduced to one factor the correlation factors might be above 1.
The matrix passed is destroyed.
See for instance: "Modern Factor Analysis", Harry H. Harman, University Of Chicago Press, 1976. Chapter 9 is relevant to this context.
Iterative procedure to compute a correlation matrix reduction to a single factor dependence vector by minimizing the residuals.
It assumes that such a reduction is possible, notice that if the dependence can not be reduced to one factor the correlation factors might be above 1.
The matrix passed is destroyed.
See for instance: "Modern Factor Analysis", Harry H. Harman, University Of Chicago Press, 1976. Chapter 9 is relevant to this context.