Kalaba, Robert E.; Spingarn, K.; Tesfatsion, Leigh

Nonlinear Analysis Vol. 5 (1981): 337-340.

This article develops a complete system of ordinary differential equations for tracking a single eigenvalue of a parameterized matrix, together with one of its corresponding right or left eigenvectors, over parameter intervals. The feasibility and accuracy of the method are illustrated by numerical examples. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/nasahome.htm

JEL Classification: C6

Keywords: Eigenvalue, eigenvector, parameterized matrices, solution tracking algorithm, ordinary differential equations