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More factors than subjects,tests and treatments: An indeterminacy theorem for canonical decomposition and individual differences scaling
Authors:Joseph B Kruskal
Institution:(1) Bell Laboratories, 07974 Murray Hill, New Jersey
Abstract:Some methods that analyze three-way arrays of data (including INDSCAL and CANDECOMP/PARAFAC) provide solutions that are not subject to arbitrary rotation. This property is studied in this paper by means of the ldquotriple productrdquo A, B, C] of three matrices. The question is how well the triple product determines the three factors. The answer: up to permutation of columns and multiplication of columns by scalars—under certain conditions. In this paper we greatly expand the conditions under which the result is known to hold. A surprising fact is that the nonrotatability characteristic can hold even when the number of factors extracted is greater thanevery dimension of the three-way array, namely, the number of subjects, the number of tests, and the number of treatments.This paper is being published in place of Dr. Kruskal's presidential address to the Psychometric Society, April, 1975. Further results like those in this paper, as well as a surprising connection with an area of mathematics called arithmetic complexity theory, will be found in a more recent paper Kruskal, in press].
Keywords:three-way array  trilinear decomposition  rotation problem  array rank  factor analysis  multidimensional scaling
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