📄 varimax.m
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% varimax() - Perform orthogonal Varimax rotation on rows of a data % matrix.%% Usage: >> V = varimax(data); % >> [V,rotdata] = varimax(data,tol);% >> [V,rotdata] = varimax(data,tol,'noreorder') %% Inputs:% data - data matrix% tol - set the termination tolerance to tol {default: 1e-4}% 'noreorder' - Perform the rotation without component reorientation % or reordering by size. This suppression is desirable % when doing a q-mode analysis. {default|0|[] -> reorder}% Outputs:% V - orthogonal rotation matrix, hence% rotdata - rotated matrix, rotdata = V*data;%% Author: Sigurd Enghoff - CNL / Salk Institute, La Jolla 6/18/98%% See also: runica(), pcasvd(), promax()% Copyright (C) Sigurd Enghoff - CNL / Salk Institute, La Jolla 6/18/98%% This program is free software; you can redistribute it and/or modify% it under the terms of the GNU General Public License as published by% the Free Software Foundation; either version 2 of the License, or% (at your option) any later version.%% This program is distributed in the hope that it will be useful,% but WITHOUT ANY WARRANTY; without even the implied warranty of% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the% GNU General Public License for more details.%% You should have received a copy of the GNU General Public License% along with this program; if not, write to the Free Software% Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA% $Log: varimax.m,v $% Revision 1.1 2002/04/05 17:36:45 jorn% Initial revision%% Reference: % Henry F. Kaiser (1958) The Varimx criterion for % analytic rotation in factor analysis. Pychometrika 23:187-200.%% modified to return V alone by Scott Makeig, 6/23/98% 01-25-02 reformated help & license, added link -ad function [V,data] = varimax(data,tol,reorder)if nargin < 1 help varimax returnendDEFAULT_TOL = 1e-4; % default tolerance, for use in stopping the iterationDEFAULT_REORDER = 1; % default to reordering the output rows by size % and adjusting their sign to be rms positive.MAX_ITERATIONS = 50; % Defaultqrtr = .25; % fixed valueif nargin < 3 reorder = DEFAULT_REORDER;elseif isempty(reorder) | reorder == 0 reorder = 1; % set defaultelse reorder = strcmp('reorder',reorder);endif nargin < 2 tol = 0;endif tol == 0 tol = DEFAULT_TOL;endif ischar(tol) fprintf('varimax(): tol must be a number > 0\n'); help varimax returnendeps1 = tol; % varimax tolereps2 = tol;V = eye(size(data,1)); % do unto 'V' what is done to datacrit = [sum(sum(data'.^4)-sum(data'.^2).^2/size(data,2)) 0];inoim = 0;iflip = 1;ict = 0;fprintf(... 'Finding the orthogonal Varimax rotation using delta tolerance %d...\n',... eps1);while inoim < 2 & ict < MAX_ITERATIONS & iflip, iflip = 0; for j = 1:size(data,1)-1, for k = j+1:size(data,1), u = data(j,:).^2-data(k,:).^2; v = 2*data(j,:).*data(k,:); a = sum(u); b = sum(v); c = sum(u.^2-v.^2); d = sum(u.*v); fden = size(data,2)*c + b^2 - a^2; fnum = 2 * (size(data,2)*d - a*b); if abs(fnum) > eps1*abs(fden) iflip = 1; angl = qrtr*atan2(fnum,fden); tmp = cos(angl)*V(j,:)+sin(angl)*V(k,:); V(k,:) = -sin(angl)*V(j,:)+cos(angl)*V(k,:); V(j,:) = tmp; tmp = cos(angl)*data(j,:)+sin(angl)*data(k,:); data(k,:) = -sin(angl)*data(j,:)+cos(angl)*data(k,:); data(j,:) = tmp; end end end crit = [sum(sum(data'.^4)-sum(data'.^2).^2/size(data,2)) crit(1)]; inoim = inoim + 1; ict = ict + 1; fprintf('#%d - delta = %g\n',ict,(crit(1)-crit(2))/crit(1)); if (crit(1) - crit(2)) / crit(1) > eps2 inoim = 0; endend%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%if reorder fprintf('Reordering rows...'); [fnorm index] = sort(sum(data'.^2)); V = V .* ((2 * (sum(data') > 0) - 1)' * ones(1, size(V,2))); data = data .* ((2 * (sum(data') > 0) - 1)' * ones(1, size(data,2))); V = V(fliplr(index),:); data = data(fliplr(index),:); fprintf('\n');else fprintf('Not reordering rows.\n');end
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