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 , there is a positive rank one matrix such that , where denotes the Hadamard product of matrices, and such that the row (column) sums of matrix are the same and equal to the Perron root. An iterative algorithm is presented to obtain matrix without an explicit knowledge of . 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