Numerical resolution of cone-constrained eigenvalue problems (Q1020997)
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| Language | Label | Description | Also known as |
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| English | Numerical resolution of cone-constrained eigenvalue problems |
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Numerical resolution of cone-constrained eigenvalue problems (English)
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4 June 2009
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This paper deals with a kind of cone-constrained eigenvalue problem. An interesting particular case is the so-called Pareto eigenvalue problem. Two numerical techniques are discussed, namely, the power iteration method and the scaling and projection algorithm (SPA). Several important observations are made. For example, numerical tests demonstrate that a right choice of scaling factor is crucial for obtaining a good performance of the SPA.
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complementarity condition
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generalized eigenvalue problem
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power iteration method
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scaling
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projection algorithm
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numerical examples
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Pareto eigenvalue problem
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