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CALCULATION OF EIGENVALUES IN PROBLEMS OF MULTI-FACTOR ANALYSIS OF ECONOMIC SYSTEMS
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CALCULATION OF EIGENVALUES IN PROBLEMS OF MULTI-FACTOR ANALYSIS OF ECONOMIC SYSTEMS
Annotation
PII
S042473880000616-6-1
Publication type
Article
Status
Published
Authors
Vladimir Mokeev 
Edition
Issue №4
Pages
82-90
Abstract
Principal component analysis is one of the most common methods for constructing multivariate models of economic systems. However, with a large number of factors, its application is limited by the capabilities of modern computation methods, which are effective only for small matrices. The article searches for eigenvalues ​​of large matrices are proposed to be carried out by the method of linear condensation. The effectiveness of the proposed method is demonstrated by examples of solving specific problems.
Keywords
multivariate analysis, principal component analysis, sales analysis, eigenvalue
Date of publication
01.10.2010
Number of purchasers
2
Views
818
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0.0 (0 votes)
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Additional sources and materials

Mokeev V.V. (1992): O zadachakh nakhozhdeniya sobstvennykh znachenij i vektorov bol'shikh matrichnykh sistem // Zhurnal vychislit. matematiki i mat. fiziki. T. 32. № 10.
 Parlett B. (1983): Simmetrichnaya problema sobstvennykh znachenij. Chislennye metody. M.: Mir.
 Uotshem E.Dzh., Parramou K. (1999): Kolichestvennye metody v finansakh. M.: Finansy: YuNITI.

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