Expand description
Ergonomic stationary eigenproblems solved by Perron iteration.
Infinite-horizon control problems without discounting have a one-parameter
translation invariance and therefore no unique solution of
sup_u { f + L^u V } = 0. Their exact T -> infinity limit is instead the
principal (Perron) eigenpair of a linear operator.
This module provides a symmetric-operator contract and a power-iteration
solver for that eigenpair. It is deliberately separate from
crate::numeric::finite_difference::elliptic, which solves the
discounted elliptic problem -T V + r V = source with r > 0. Those two
problems coincide only when an explicit normalization is imposed.
See docs/src/reference/soc_exact.md for the derivation and the
sign convention.
Structs§
- Perron
Solution - The principal eigenpair returned by
PerronSolver::solve. - Perron
Solver - Power-iteration solver for the principal eigenpair of a symmetric operator.
Traits§
- Stationary
Eigen Problem - A symmetric linear operator whose principal eigenvector is a stationary value.