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

R. Kalaba, K. Spingarn and Leigh Tesfatsion ()

Staff General Research Papers from Iowa State University, Department of Economics

Abstract: 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

Keywords: Frobenius-Perron root; eigenvalue; tracking algorithm; complete differential system (search for similar items in EconPapers)
JEL-codes: C0 (search for similar items in EconPapers)
Date: 2004-01-16

Published in Applied Mathematics and Computation, 1980, Vol. 7, pp. 187-193.

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Persistent link: http://EconPapers.repec.org/RePEc:isu:genres:11226

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