NAG Library Manual, Mark 30.2
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NAG CL Interface Introduction
Example description

nag_mv_factor (g03cac) Example Program Results


Parameters to e04lbc
--------------------

Number of variables...........   9

optim_tol...............  1.00e-02    linesearch_tol..........  9.00e-01
step_max................  2.70e+01    max_iter................       500
print_level......... Nag_Soln_Iter    machine precision.......  1.11e-16
deriv_check.............     Nag_FALSE
outfile.................    stdout

Memory allocation:
state...................      User
hesl....................      User    hesd...................       User

Iterations performed = 0,   function evaluations = 1
Criterion =     8.635756e-02

             Variable    Standardized
                         Communalities
                1           0.5755
                2           0.5863
                3           0.4344
                4           0.7496
                5           0.6203
                6           0.7329
                7           0.6061
                8           0.4053
                9           0.7104

Iterations performed = 1,   function evaluations = 3
Criterion =     3.603203e-02

             Variable    Standardized
                         Communalities
                1           0.5517
                2           0.5800
                3           0.3936
                4           0.7926
                5           0.6140
                6           0.8254
                7           0.6052
                8           0.5076
                9           0.7569

Iterations performed = 2,   function evaluations = 4
Criterion =     3.502097e-02

             Variable    Standardized
                         Communalities
                1           0.5496
                2           0.5731
                3           0.3838
                4           0.7875
                5           0.6200
                6           0.8238
                7           0.6006
                8           0.5349
                9           0.7697

Iterations performed = 3,   function evaluations = 5
Criterion =     3.501729e-02

             Variable    Standardized
                         Communalities
                1           0.5495
                2           0.5729
                3           0.3835
                4           0.7877
                5           0.6195
                6           0.8231
                7           0.6005
                8           0.5384
                9           0.7691

Eigenvalues

    1.5968e+01    4.3577e+00    1.8474e+00    1.1560e+00    1.1190e+00
    1.0271e+00    9.2574e-01    8.9508e-01    8.7710e-01

    Test Statistic =  7.149
                df = 12.000
Significance level =  0.848

Residuals

    0.000
   -0.013    0.022
    0.011   -0.005    0.023
   -0.010   -0.019   -0.016    0.003
   -0.005    0.011   -0.012   -0.001   -0.001
    0.015   -0.022   -0.011    0.002    0.029   -0.012
   -0.001   -0.011    0.013    0.005   -0.006   -0.001    0.003
   -0.006    0.010   -0.005   -0.011    0.002    0.007    0.003   -0.001

Loadings, Communalities and PSI

    0.664   -0.321    0.074   0.550   0.450
    0.689   -0.247   -0.193   0.573   0.427
    0.493   -0.302   -0.222   0.383   0.617
    0.837    0.292   -0.035   0.788   0.212
    0.705    0.315   -0.153   0.619   0.381
    0.819    0.377    0.105   0.823   0.177
    0.661   -0.396   -0.078   0.600   0.400
    0.458   -0.296    0.491   0.538   0.462
    0.766   -0.427   -0.012   0.769   0.231