- PII
- S042473880000616-6-1
- DOI
- 10.7868/S0000616-6-1
- Publication type
- Article
- Status
- Published
- Authors
- Volume/ Edition
- Volume / 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
- Year of publication
- 2010
- Number of purchasers
- 2
- Views
- 914
RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods
- ISSN (Print) 0424-7388
- ISSN (Online) 3034-6177
CALCULATION OF EIGENVALUES IN PROBLEMS OF MULTI-FACTOR ANALYSIS OF ECONOMIC SYSTEMS
Indexing
Scopus
Crossref
Higher Attestation Commission
At the Ministry of Education and Science of the Russian Federation
Scientific Electronic Library