...from the Microcomputer Power website.

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Lesson of Strict Convergence: Watch the Eigenvalues

An important lesson from the Oksanen and Minchin reports is to watch the eigenvalues. When successive eigenvalues are very different, your successive axes have a well-defined ranking in importance and interpretation is straight forward. If a pair of eigenvalues is close, the rank of their associated axes is less clear. In effect, they are twins. While strict convergence will clarify the issue by using more decimal places, thus determining the birth order of the twins, they are still fundamentally twins.



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