Algorithm Implementation Process and Mathematical Model Construction for Factor Analysis

摘要

Factor analysis is based on a statistical analysis method. It integrates the variables of intricate and complex relationships into a small number of factors, reproduces the relationship between original variables and factors, and realizes the interpretation of complex economic and social issues. Based on the basic principle of factor analysis, this paper studies the process of factor analysis algorithm, including constructing initial matrix, data normalization, calculating correlation matrix, calculating Eigen values, determining the number of factors, calculating factor loading matrix, establishing factor analysis model, and factor variable name explains; according to the algorithm process, the mathematical model of factor analysis is constructed. By pursuing the basic structure of variables, simplifying the system under study, reducing the number of variables, and using a few variables to interpret the complex issues under study.