On browne's solution for oblique procrustes rotation
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Browne [1967] has given a method of solving the problem (originally stated by Mosier, [1939]) of finding a least squares fit to a specified factor structure. The problem is one of minimizing the sum of squared residuals of φ —FT with Diag (T'T)=I. Browne's solution involves the eigenvectors and values ofF'F and leads to an iterative solution.This paper gives a form of the solution which does not involve solution of an eigenvalue problem but does require an iteration similar to Browne's. It suggests the possible existence of a singularity, and a simple modification of Browne's computational procedure is proposed which deals with this case. A better starting value for the iteration is also proposed for which convergence is guaranteed using the ordinary Newton iteration.
[1] M. Browne. On oblique Procrustes rotation. , 1967, Psychometrika.
[2] C. I. Mosier,et al. Determining a simple structure when loadings for certain tests are known , 1939 .