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О Вычислении Собственных Значений В Задачах Многофакторного Анализа Экономических Систем

Author

Listed:
  • Мокеев В.В.

Abstract

Метод главных компонент является одним из распространенных способов построения многофакторных моделей экономических систем. Однако при большом числе факторов его применение ограничено возможностями современных методов вычисления, которые эффективны только для матриц небольшого размера. В статье поиск собственных значений больших матриц предлагается проводить по методу линейной конденсации. Эффективность предлагаемого метода демонстрируется на примерах решения конкретных задач.

Suggested Citation

  • Мокеев В.В., 2010. "О Вычислении Собственных Значений В Задачах Многофакторного Анализа Экономических Систем," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 46(4), октябрь.
  • Handle: RePEc:scn:cememm:46-4-7
    Note: Челябинск
    as

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