Complimentary eigenvalue of a matrix

asked 7 years ago

Deepak Sarma gravatar image

updated 7 years ago

How to obtain all the complimentary eigenvalues (also associated complimentary eigenvectors) of a given matrix. Complimentary eigenvalues and eigenvectors of a given matrix A of order n×n is the solution to the following system

x0n, Ax−λx≥0_n and ⟨x, Ax−λx⟩=0 where x(\neq 0_n)\in R^n

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You can try to implement the algorithm from Fernandes-Júdice-Sherali-Forjaz.

vdelecroix gravatar imagevdelecroix ( 7 years ago )