A New Differential Equation Method for Finding the Perron Root of a Positive Matrix

This article develops a complete system of ordinary differential equations for tracking the Frobenius-Perron root (largest eigenvalue) of a parameterized matrix, together with a unit-normalized right eigenvector, over parameter intervals. The feasibility and accuracy of the method are illustrated by numerical example. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/nasahome.htm

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Year of publication:	1980-01-01
Authors:	Kalaba, Robert E. ; Spingarn, K. ; Tesfatsion, Leigh S.
Institutions:	Department of Economics, Iowa State University
Subject:	Eigenvalue \| eigenvector \| solution tracking \| ordinary differential equations \| Frobenius-Perron root \| parameterized matrix

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Series:	Staff General Research Papers.
Type of publication:	Book / Working Paper
Notes:	Published in Applied Mathematics and Computation 1980, vol. 7, pp. 187-193
Classification:	C6 - Mathematical Methods and Programming
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004997735