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A method for computing the Perron root for primitive matrices
Numerical Linear Algebra with Applications ( IF 1.8 ) Pub Date : 2020-10-07 , DOI: 10.1002/nla.2340
Doulaye Dembélé 1
Affiliation  

Following the Perron theorem, the spectral radius of a primitive matrix is a simple eigenvalue. It is shown that for a primitive matrix A, there is a positive rank one matrix X such that B = A ∘ X, where denotes the Hadamard product of matrices, and such that the row (column) sums of matrix B are the same and equal to the Perron root. An iterative algorithm is presented to obtain matrix B without an explicit knowledge of X. The convergence rate of this algorithm is similar to that of the power method but it uses less computational load. A byproduct of the proposed algorithm is a new method for calculating the first eigenvector.

中文翻译:

一种计算原始矩阵的Perron根的方法

根据Perron定理,基本矩阵的谱半径是一个简单的特征值。结果表明,对于一个原始矩阵,有一个正的秩一点矩阵X,使得 =  ∘  X,其中表示矩阵的Hadamard乘积,并且使得矩阵的行(列)总和是相同的等于Perron根 提出了一种迭代算法来获得矩阵B,而无需明确了解X。该算法的收敛速度类似于幂方法的收敛速度,但是它使用较少的计算量。该算法的副产品是计算第一特征向量的新方法。
更新日期:2020-12-02
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