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The minimal transformation to orthonormality |
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| Authors: | Richard M. Johnson |
| Affiliation: | (1) The Procter & Gamble Company, USA |
| Abstract: | The solution is presented to the problem of finding that orthonormal matrix closest in the least-square sense to a given matrix of full rank. An application is shown to the problem in multiple regression analysis of determining the  importance of each independent variable. |
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