OPTIMIZATION PROBLEM OF MODELING MISSING ELEMENTS OF THE SPECTRUM OF THE CORRELATION MATRIX
Authors: Sapargali Utepovich Zhanatauov
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The article formulated and solved the optimization problem of modeling and developed an algorithm for cal-culating the missing non-dominant elements of the spectrum of the correlation matrix. Selected from IM PCA [1,4,8,12] of its submodels, problems, integers, real numbers, multidimensional objects-matrices of values of z- and y-variables, their matrices of values of pair correlations, variances, values of f-parameters of the spectrum (y-variable variance matrices) serve as initial data for the development and solution of an optimization problem with an objective function for the newly considered b-variables (positive and in magnitude less than 1) and their functions of limitations. An algo-rithm for modeling the missing elements of the spectrum of the correlation matrix was realized and tested on real data : (f1, f2, f4) =>(b2, ...,bn) =>(?1, ..., ??, ..., ?n).