O konstrukcji układu równań liniowych BX = d, równoważnego danymi układowi AX = b i zastosowaniach takiej konstrukcji
About construction of system of linear equations BX = d equivalent to given AX = b and its usages
Author(s): Zbigniew Śleszyński, Michał KolupaSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: system of linear equations; bordered matrix; portfolio theory
Summary/Abstract: The article shows the construction of system of linear equations equivalent to given Adequate bordered matrix was used. The constructed system of equa-tions BXd= has nonsingular n-grade fundamental matrix B, and vector d is unknown and computed using: To determine vector d bordered matrix is used. In the literature matrices N, C and M replacing matrix B are known. In the article the usage of matrix Q is proposed where q is any natural number bigger than one. It was shown that matrix Q is nonsingular.
Journal: Ekonometria
- Issue Year: 2011
- Issue No: 34
- Page Range: 275-282
- Page Count: 8
- Language: Polish