Variational Equations for the Eigenvalues and Eigenvectors of Nonsymmetric Matrices
This 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://www2.econ.iastate.edu/tesfatsi/nasahome.htm
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|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|
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Web page: http://www.econ.iastate.edu
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