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Improved global algorithms for maximal eigenpair |
Mu-Fa CHEN(), Yue-Shuang LI() |
School of Mathematical Sciences, Beijing Normal University, Laboratory of Mathematics and Complex Systems (Beijing Normal University), Ministry of Education, Beijing 100875, China |
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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.
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Keywords
Maximal eigenpair
global algorithm
power iteration
shifted inverse iteration
quasi-symmetrization
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Corresponding Author(s):
Mu-Fa CHEN,Yue-Shuang LI
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Issue Date: 07 January 2020
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