计算相对方差,然后把矩阵进行规范化,最后进行方差的最大旋转
//设置样本矩阵
zt:=array((0.7592,1.7593,21.9279,48.5626,55.1679),
(0.0490,0.4457,2.2255,82.2658,192.4348),
(-2.2313,-1.3096,-59.8883,3.9922,-80.2419),
(0.1364,0.539,4.3910,55.1438,46.0612),
(0.7233,1.9467,15.6127,111.3018,58.3969));
zT_s:=Standarize_II(zT); //标准化
mt_Transposition(zT_s,Z); //转置
R:=CorrelationMatrix(Z); //相关系数矩阵
Eigen_Jacobi(R,EigenValue,EigenVector); //特征值&特征向量
Cm:=ComponentMatrix(EigenValue,EigenVector,MaxEigenValue); //载荷矩阵
return RotatedComponentMatrix(Cm);
//结果:
