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Educational and Psychological Measurement
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A Note on Triangular Decomposition and Measures of Ill-Conditioned Matrices

Hei-Ki Dong

University of Illinois at Urbana-Champaign

Gary L. Thomasson

University of Illinois at Urbana-Champaign

In most multivariate statistical procedures used in the field of Education and Psychology, the n by n matrix of intercorrelations among the n attributes or variables is required to be a symmetric positive definite matrix, i.e., an non-singular matrix. When a matrix is close to being singular it is said to be "ill-conditioned." In the present note, the triangular decomposition method is suggested as a general technique for obtaining the various measures of an ill-conditioned matrix.

Educational and Psychological Measurement, Vol. 43, No. 2, 331-337 (1983)
DOI: 10.1177/001316448304300202
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