Abstract
Let X0 be a square matrix (complex or otherwise) and u0 a (normalized) eigenvector associated with an eigenvalue λo of X0, so that the triple (X0, u0, λ0) satisfies the equations Xu = λu, . We investigate the conditions under which unique differentiable functions λ(X) and u(X) exist in a neighborhood of X0 satisfying λ(X0) = λO, u(X0) = u0, Xu = λu, and . We obtain the first and second derivatives of λ(X) and the first derivative of u(X). Two alternative expressions for the first derivative of λ(X) are also presented.
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Cited by
133 articles.
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