Improved global algorithms for maximal eigenpair

Abstract

This paper is a continuation of our previous paper [Front. Math. China, 2017, 12(5): 1023{1043] where global algorithms for computing the maximal eigenpair were introduced in a rather general setup. The efficiency of the global algorithms is improved in this paper in terms of a good use of power iteration and two quasi-symmetric techniques. Finally, the new algorithms are applied to Hua's economic optimization model.

Keywords

Maximal eigenpair / global algorithm / power iteration / shifted inverse iteration / quasi-symmetrization

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