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Noda iterations for generalized eigenproblems following Perron-Frobenius theory

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Published in 2018 at "Numerical Algorithms"

DOI: 10.1007/s11075-018-0512-4

Abstract: In this paper, we investigate the generalized eigenvalue problem Ax = λBx arising from economic models. Under certain conditions, there is a simple generalized eigenvalue ρ(A, B) in the interval (0, 1) with a positive… read more here.

Keywords: generalized eigenproblems; generalized eigenvalue; noda iterations; noda iteration ... See more keywords