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Improved global algorithms for maximal eigenpair
Authors:Mu-Fa CHEN  Yue-Shuang LI
Institution:School of Mathematical Sciences, Beijing Normal University, Laboratory of Mathematics and Complex Systems (Beijing Normal University), Ministry of Education, Beijing 100875, China
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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