# Varimax

From Eigenvector Documentation Wiki

### Purpose

Orthogonal rotation of loadings.

### Synopsis

- vloads = varimax(loads,
*options*);

### Description

Input loads is a *N* by *K* matrix with orthogonal columns and the output `vloads` is a *N* by *K* matrix with orthogonal columns rotated to maximize the "raw varimax criterion". Optional input * options* is discussed below.

### Algorithm

Under varimax the total simplicity S is maximized where:
and the simplicty for each factor (column) is where the overbar indicates the mean and is the *k*^{th} column of `vloads`.

The algorithm is based on Kaiser's VARIMAX Method (J.R. Magnus and H. Neudecker, *Matrix Differential Calculus with Applications in Statistics and Econometrics*, Revised Ed., pp 373-376, 1999). They note that if the algorithm converges, "which is not guaranteed, then a (local) maximum ... has been found."