A direct solution for pairwise rotations in Kaiser's varimax method
The present note contains a completing-the-squares type approach to the varimax rotation problem. This approach yields a direct proof of global optimality of a solution for optimal rotation in a plane. Because varimax rotation can be interpreted as diagonalization of a set of symmetric matrices, the present solution also applies to the diagonalization problem.
global optimality of a solution for optimal rotation in a plane
scientific article; zbMATH DE number 3969916