factor_analyzer.factor_analyzer_utils.commutation_matrix

factor_analyzer.factor_analyzer_utils.commutation_matrix(p, q)

Calculate the commutation matrix.

This matrix transforms the vectorized form of the matrix into the vectorized form of its transpose.

Parameters

Name	Type	Description	Default
p	int	The number of rows.	required
q	int	The number of columns.	required

Returns

Name	Type	Description
commutation_matrix	:obj:numpy.ndarray	The commutation matrix

References

https://en.wikipedia.org/wiki/Commutation_matrix