English

A method for computing the Perron root for primitive matrices

Numerical Analysis 2020-07-21 v4 Numerical Analysis

Abstract

Following the Perron-Frobenius theorem, the spectral radius of a primitive matrix is a simple eigenvalue. It is shown that for a primitive matrix AA, there is a positive rank one matrix XX such that B=AXB = A \circ X, where \circ denotes the Hadamard product of matrices, and such that the row (column) sums of matrix BB are the same and equal to the Perron root. An iterative algorithm is presented to obtain matrix BB without an explicit knowledge of XX. 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.

Cite

@article{arxiv.1907.04175,
  title  = {A method for computing the Perron root for primitive matrices},
  author = {Doulaye Dembélé},
  journal= {arXiv preprint arXiv:1907.04175},
  year   = {2020}
}

Comments

17 pages, 1 figure

R2 v1 2026-06-23T10:16:10.057Z