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

Author

Listed:
  • Kalaba, Robert E.
  • Spingarn, K.
  • Tesfatsion, Leigh S.

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

Suggested Citation

  • Kalaba, Robert E. & Spingarn, K. & Tesfatsion, Leigh S., 1980. "A New Differential Equation Method for Finding the Perron Root of a Positive Matrix," Staff General Research Papers Archive 11226, Iowa State University, Department of Economics.
    • Handle: RePEc:isu:genres:11226
    as

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    More about this item

    Keywords

    Eigenvalue; eigenvector; solution tracking; ordinary differential equations; Frobenius-Perron root; parameterized matrix;
    All these keywords.

    JEL classification:

    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

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