interesting Matrix multiplication is the product of the score matrix T by it´s
transpose in this way:
give us a square matrix (a.a), being “a” the number of loadings or PCs chosen,
and the diagonal has the eigenvalues which are related to the quantity of
explained variance for every loading.
If we plot the
diagonal we can see how the eigenvalue decrease by every loading. This plot can
help us to decide how many loadings or PCs to choose.