Stochastic Systems: Modeling, Identification and Optimization, II
Volume 6 of the series Mathematical Programming Studies pp 188201
Computation of the eigenprojection of a nonnegative matrix at its spectral radius
 G. RothblumAffiliated withYale University
Abstract
In this paper we give a general representation for a projection in terms of its range and the range of its adjoint projection. By combining this representation with recent results of the author on the structure of the algebraic eigenspace of a nonnegative matrix corresponding to its spectral radius, we develop a computational method to find the cigenprojection of a nonnegative matrix at its spectral radius. The results are illustrated by giving a closed formula for computing the limiting matrix of a stochastic matrix.
 Title
 Computation of the eigenprojection of a nonnegative matrix at its spectral radius
 Book Title
 Stochastic Systems: Modeling, Identification and Optimization, II
 Pages
 pp 188201
 Copyright
 1976
 DOI
 10.1007/BFb0120751
 Print ISBN
 9783642007859
 Online ISBN
 9783642007866
 Series Title
 Mathematical Programming Studies
 Series Volume
 6
 Series ISSN
 03033929
 Publisher
 Springer Berlin Heidelberg
 Copyright Holder
 The Mathematical Programming Society
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 G. Rothblum ^{(1)}
 Author Affiliations

 1. Yale University, New Haven, Conn., USA
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