Individual Tracking of an Eigenvalue and Eigenvector of a Parameterized Matrix

This article develops a complete system of ordinary differential equations for tracking a single eigenvalue of a parameterized matrix, together with one of its corresponding right or left eigenvectors, over parameter intervals. The feasibility and accuracy of the method are illustrated by numerical examples. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/nasahome.htm

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Year of publication:	1981-01-01
Authors:	Kalaba, Robert E. ; Spingarn, K. ; Tesfatsion, Leigh S.
Institutions:	Department of Economics, Iowa State University
Subject:	Eigenvalue \| eigenvector \| parameterized matrices \| solution tracking algorithm \| ordinary differential equations

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Series:	Staff General Research Papers.
Type of publication:	Book / Working Paper
Notes:	Published in Nonlinear Analysis 1981, vol. 5, pp. 337-340
Classification:	C6 - Mathematical Methods and Programming
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004997728