Here is a collection of items I have created to illustrate how the Varimax criterion works and to facilitate its use.
- Movie Illustrating Varimax Criterion in 3D (zipped AVI file, ~2MB)
- Illustrates the Varimax "surface" (radial distance) as a function of a single unit vector in 3D (direction). Shows how the restriction of this function to a 2D subspace varies as the subspace is varied. Developed with Steve Marron.
- MATLAB® Code for Varimax Rotation
- Makes use of a special complex-number-based method for pairwise optimization of the Varimax criterion under orthogonal rotation. See the research note hyperlinked below.
- A Note on Terse Coding of Kaiser's Varimax Rotation Using Complex Number Representation (PDF format) (PostScript format)
- Introduces Kaiser's classical algorithm for optimizing Varimax in orthogonal factor rotation, and presents a new complex number representation and derivation of the method.