ABSTRACT
This chapter is intended to provide a short introduction to computational methods in multivariate analysis. There are many different multivariate methods used in various situations. Factor analysis is a frequently used technique in multivariate data analysis. One of the primary uses of this technique is to study the covariances or correlations among a large set of variables and define groups or clusters of variables as factors such that the dominant variables in each factor are highly correlated. The chapter describes several algorithms that have been developed to support factor-analytic applications. Derivation of specific computationally oriented algebraic equations requires a substantial amount of mathematical manipulation. Most standard statistical software packages contain routines which perforin computations needed in multivariate analysis of variance and covariance. In addition to the general purpose software packages, there are more specialized packages designed to perform multivariate analyses.
