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

Journal of Optimization Theory and Applications Vol. 33 (1981)

This article develops a complete system of ordinary differential equations for tracking the eigenvalues and the right and left eigenvectors of nonsymmetric parameterized matrices over parameter intervals. A simpler reduced form of the ODE system is then derived for tracking the eigenvalues and eigenvectors of symmetric parameterized matrices. The feasibility and accuracy of the tracking 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, ordinary differential equations, nonsymmetric parameterized matrices, solution tracking