/*
This file contains the SAS PROC IML code to obtain a random matrix
that can be used for a starting value. Deatils are in the paper:
Gradient Projection Algorithms and Software for Arbitrary.
Rotation Criteria in Factor Analysis.
by
Coen A. Bernaards and Robert I. Jennrich
input required:
k = Number of dimensions requested.
output:
rm = orthogonal random matrix.
*/
proc iml;
k = 3;
rn = I(k);
do i = 1 to k;
do j = 1 to k;
rn[i,j] = normal(0);
end;
end;
call qr(rm,r,piv,lindep,rn);
print rm;
quit;