Noda iterations for generalized eigenproblems following Perron-Frobenius theory (Q670491)

The authors propose two new variants for the Noda iteration to compute a generalized eigenvalue in the interval (0,1) with a unit positive eigenvector. This approach follows the Perron-Frobenius theorem and has a important application to economic models. The methods are the modifed Noda iteration (MNI) and the generalized Noda iteration (GNI). It is proved that both methods always converges and have quadratic asymptotic convergence rate. Some numerical examples are provided to illustrate the proposed.