Numerical resolution of cone-constrained eigenvalue problems
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.
scientific article; zbMATH DE number 5561999