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Eigenvalues

2.242713
0.246562
0.104398
0.033719
0.023814
0.065692
Eigenvectors
-0.49737
0.3676 0.59138
-0.45061 0.27336 0.082378
-0.43552 0.20582 -0.34619
-0.39133 -0.00671 -0.69487
-0.32089 -0.59193 0.15537
-0.32217 -0.63037 0.12906

Sqr Root Eigenvalues


1.4975691655
0
0 0.4965503062
0
0
0
0
0
0
0
0

-0.19449 -0.042391 -0.47763


0.55071 0.37021 0.52451
-0.48128 -0.48778 0.42256
0.15527 0.21821
-0.5406
0.44586 -0.56575 -0.060387
-0.45207 0.50549 0.14934

Factor weights
-0.74485 -0.67482 -0.65222 -0.58604 -0.48055
0.18253 0.13573
0.1022 -0.003332 -0.29392
0.19108 0.026617 -0.11186 -0.22452 0.050202
-0.035714 0.10113 -0.088376 0.028512 0.081872
-0.006542 0.057131 -0.075274 0.033674 -0.087307
-0.12242 0.13443
0.1083 -0.13856 -0.015478

-0.48247
-0.31301
0.041699
-0.083013
0.078007
0.038277

Factor contributions to variance


2.242713
82.55
0.246562
9.08
0.104398
3.84
0.033719
1.24
0.023814
0.88
0.065692
2.42

Eigenvectors transpose
-0.49737
-0.45061
0.3676
0.27336
0.59138
0.082378
-0.19449
0.55071
-0.042391
0.37021
-0.47763
0.52451
Factor weights
-0.7448459759
0.1825318925
0.191079216
-0.0357137881
-0.0065417221
-0.1224187109

-0.6748196417
0.1357369917
0.0266169361
0.1011257146
0.0571303095
0.1344342651

2.2427291703
0.2465646251
0.1043988297
0.0337193869
0.0238140231
0.0656916928

82.55%
9.08%
3.84%
1.24%
0.88%
2.42%

2.7169177279
Eigenvalues
2.242713
0
0
0
0
0
0 0.246562
0
0
0
0
0
0 0.104398
0
0
0
0
0
0 0.033719
0
0
0
0
0
0 0.023814
0
0
0
0
0
0 0.065692

Covariance Matrix
64.09%
51.21%
47.35%
40.87%
31.34%
30.80%

51.21%
50.61%
45.23%
37.52%
28.69%
28.54%

0
0
0
0
0
0
0
0
0.3231073354
0
0
0
0 0.1836278886
0
0
0
0 0.1543186557
0
0
0
0 0.2563044843

Factor weights
-0.7448459759
0.1825318925
-0.7448459759
-0.6748196417
-0.652221323
-0.5860437416
-0.4805549695
-0.4824718581

-0.43552
0.20582
-0.34619
-0.48128
-0.48778
0.42256

-0.39133
-0.0067101
-0.69487
0.15527
0.21821
-0.5406

-0.32089
-0.59193
0.15537
0.44586
-0.56575
-0.060387

-0.32217
-0.63037
0.12906
-0.45207
0.50549
0.14934

-0.652221323
0.102199984
-0.1118565284
-0.0883764302
-0.0752735539
0.1083040229

-0.5860437416
-0.0033319022
-0.2245175941
0.0285119023
0.0336738739
-0.1385582042

-0.4805549695
-0.2939230227
0.0502011867
0.0818723304
-0.0873057795
-0.0154774589

-0.4824718581
-0.3130104165
0.0417002327
-0.0830126596
0.0780065373
0.0382765117

0.9999907552
0.000000862
-1.53142E-006
-4.87567E-006
3.41560E-007
2.78721E-006

47.35%
45.23%
47.36%
38.69%
27.54%
28.36%

40.87%
37.52%
38.69%
41.50%
27.29%
26.94%

31.34%
28.69%
27.54%
27.29%
33.44%
31.17%

30.80%
28.54%
28.36%
26.94%
31.17%
34.69%

58.81%
52.74%
50.45%
43.59%
30.43%
30.22%
-5.28%
1.54%
3.10%
2.72%
-0.91%
-0.57%
-8.24%

3.00%
6.54%
6.65%
-2.91%
-1.86%

-0.6748196417
0.1357369917

-0.652221323 -0.5860437416 -0.4805549695 -0.4824718581


0.102199984 -0.0033319022 -0.2939230227 -0.3130104165

0.1825318925
0.1357369917
0.102199984
-0.0033319022
-0.2939230227
-0.3130104165

0.000000862
1.0000088849
4.38558E-006
3.09730E-006
4.99569E-006
-4.90822E-006

-1.53142E-006
4.38558E-006
1.0000037793
5.25872E-006
-3.65662E-006
-1.10860E-006

-4.87567E-006
3.09730E-006
5.25872E-006
1.0000012482
5.42819E-006
1.56964E-006

3.41560E-007
4.99569E-006
-3.65662E-006
5.42819E-006
1.0000021458
9.00532E-006

2.78721E-006
-4.90822E-006
-1.10860E-006
1.56964E-006
9.00532E-006
1.00000619

52.74%
47.38%
45.40%
39.50%
28.44%
28.31%

50.45%
45.40%
43.58%
38.19%
28.34%
28.27%

43.59%
39.50%
38.19%
34.35%
28.26%
28.38%

30.43%
28.44%
28.34%
28.26%
31.73%
32.39%

30.22%
28.31%
28.27%
28.38%
32.39%
33.08%

1.54%
-3.23%
0.17%
1.98%
-0.25%
-0.23%

3.10%
0.17%
-3.77%
-0.51%
0.80%
-0.09%

2.72%
1.98%
-0.51%
-7.16%
0.97%
1.44%

-0.91%
-0.25%
0.80%
0.97%
-1.71%
1.21%

-0.57%
-0.23%
-0.09%
1.44%
1.21%
-1.62%

3.00%

6.54%

6.65%

-2.91%

-1.86%

-6.38%
0.37%
5.28%
-0.89%
-0.81%

0.37%
-7.96%
-1.31%
2.89%
-0.33%

5.28%
-1.31%
-17.24%
3.57%
5.35%

-0.89%
2.89%
3.57%
-5.11%
3.88%

-0.81%
-0.33%
5.35%
3.88%
-4.66%

Covariance Matrix
0.640929 0.512056
0.512056 0.506077
0.473476 0.452349
0.408727 0.375226
0.313423 0.286939
0.30797 0.285412

0.473476
0.452349
0.473556
0.386943
0.275434
0.283634

0.408727
0.375226
0.386943
0.415012
0.272873
0.269387

0.313423
0.286939
0.275434
0.272873
0.334409
0.311749

0.30797
0.285412
0.283634
0.269387
0.311749
0.346935

Reconstructed Covariance Matrix


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EigenValues
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Errors
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EigenVectors
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M times V
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EigenVectors Transpose
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d Covariance Matrix
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Matrix for
which
eigenvalues
and
eigenvectors
are required is
in F1:N9

Eigenvalues are
on diagonal in
C13:K21

Eigenvectors
are in columns
of C25:K23

0.9042
0.0102
0.0006
0.0005
0.0001
0.0001
0.0000
0.0000
0.0000

0.0892
0.9012
0.0282
0.0019
0.0006
0.0004
0.0002
0.0000
0.0000

0.0062
0.0838
0.9088
0.0479
0.0041
0.0014
0.0002
0.0000
0.0000

0.0001
0.0038
0.0552
0.8941
0.0622
0.0038
0.0016
0.0000
0.0000

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0.0003
0.0005
0.0051
0.0435
0.8343
0.0532
0.0053
0.0039
0.0000

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0.0000
0.0002
0.0011
0.0082
0.0797
0.8219
0.0941
0.0285
0.0000

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0.0000
0.0001
0.0003
0.0018
0.0059
0.0645
0.6843
0.1066
0.0000

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0.0000
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0.0002
0.0009
0.0074
0.0467
0.4354
0.0000

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0.0000
0.0002
0.0006
0.0019
0.0122
0.0473
0.1676
0.4256
1.0000

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The calculation of eigenvec


of array functions

Eigenvalues
1. Select a range of cells th
matrix. (In the example the
are selected.)
2. While selected cells are d
argument of eigenvalue sh
corresponding to the origina
so that the formula entered
3. Press Control+Shift+Ente
4. The eigenvalues are disp
that is produced

Eigenvectors
1. Select a range of cells th
matrix. (In the example the
selected.)
2. While selected cells are d
argument of eigenvalue sh
corresponding to the origina
so that the formula entered
3. Press Control+Shift+Ente
4. The eigenvectors are the
produced

The calculation of eigenvectors and eigenvalues involves the use


of array functions
Eigenvalues
1. Select a range of cells that corresponds to the size of the
matrix. (In the example the matrix is 9 by 9 and celLs C13:K21
are selected.)
2. While selected cells are displayed enter =eigenvalue(...) . The
argument of eigenvalue should be the range of cells
corresponding to the original matrix. (In the example this is C1:K9
so that the formula entered is =eigenvalue(C1:K9)
3. Press Control+Shift+Enter
4. The eigenvalues are displayed on the diagonal of the matrix
that is produced
Eigenvectors
1. Select a range of cells that corresponds to the size of the
matrix. (In the example the matrix is 9 by 9 and cells C25:K33 are
selected.)
2. While selected cells are displayed enter =eigenvector(...) . The
argument of eigenvalue should be the range of cells
corresponding to the original matrix. (In the example this is C1:K9
so that the formula entered is =eigenvector(C1:K9)
3. Press Control+Shift+Enter
4. The eigenvectors are the columns of the matrix that is
produced

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