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

Robert E. Kalaba, K. Spingarn and Leigh Tesfatsion ()

Staff General Research Papers Archive 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://www2.econ.iastate.edu/tesfatsi/nasahome.htm

Keywords: Eigenvalue; eigenvector; solution tracking; ordinary differential equations; Frobenius-Perron root; parameterized matrix (search for similar items in EconPapers)
JEL-codes: C6 (search for similar items in EconPapers)
Date: 1980-01-01
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Published in Applied Mathematics and Computation 1980, vol. 7, pp. 187-193

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

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