Variational Equations for the Eigenvalues and Eigenvectors of Nonsymmetric Matrices
AbstractThis article develops a complete system of ordinary differential equations for tracking the eigenvalues and the right and left eigenvectors of nonsymmetric parameterized matrices over parameter intervals. A simpler reduced form of the ODE system is then derived for tracking the eigenvalues and eigenvectors of symmetric parameterized matrices. The feasibility and accuracy of the tracking method are illustrated by numerical examples. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/nasahome.htm
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number 11219.
Date of creation: 01 Jan 1981
Date of revision:
Publication status: Published in Journal of Optimization Theory and Applications 1981, vol. 33
Contact details of provider:
Postal: Iowa State University, Dept. of Economics, 260 Heady Hall, Ames, IA 50011-1070
Phone: +1 515.294.6741
Fax: +1 515.294.0221
Web page: http://www.econ.iastate.edu
More information through EDIRC
Eigenvalue; eigenvector; ordinary differential equations; nonsymmetric parameterized matrices; solution tracking;
Find related papers by JEL classification:
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Max E. Jerrell, 1999. "Environments for Global Optimization Using Interval Arithmetic and Computational (Automatic) Differentiation," Computing in Economics and Finance 1999 1321, Society for Computational Economics.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Stephanie Bridges) The email address of this maintainer does not seem to be valid anymore. Please ask Stephanie Bridges to update the entry or send us the correct address.
If references are entirely missing, you can add them using this form.