Numerical resolution of cone-constrained eigenvalue problems
type: Item
instance of: scholarly article
title: Numerical resolution of cone-constrained eigenvalue problems
zbMATH Open document ID: 1171.65027
author: Alberto Seeger
author: A. Pinto da Costa
published in: Computational and Applied Mathematics
publication date: 2009-06-04T00:00:00Z
full work available at URL: http://www.scielo.br/scielo.php
review text: 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.
reviewed by: Liu Xinguo
Mathematics Subject Classification ID: 65F15
Mathematics Subject Classification ID: 90C33
zbMATH DE Number: 5561999
zbMATH Keywords: complementarity condition
zbMATH Keywords: generalized eigenvalue problem
zbMATH Keywords: power iteration method
zbMATH Keywords: scaling
zbMATH Keywords: projection algorithm
zbMATH Keywords: numerical examples
zbMATH Keywords: Pareto eigenvalue problem
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 5561999