On Oblique Procrustes Rotation

Abstract

The equations involved in the rotation of an arbitrary factor matrix to a least squares fit to a specified factor structure have been known for many years. These equations, in general, cannot be solved by purely algebraic means, and an approximate solution has previously been used in practical applications. In this paper an effective iterative method for obtaining the exact solution is developed. By algebraic manipulation the set of equations is expressed in the form of one polynomial equation in one unknown. Newton's method is suggested for solving this equation. Practical applications of the procedure indicate that convergence within small tolerance limits is generally attained after few iterations.

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