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Verfahren zur Berechnung des Spektralradius nichtnegativer irreduzibler Matrizen

Methods for computing the spectral radius of nonnegative irreducible matrices

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Zusammenfassung

Es werden mehrere Iterationsverfahren zur Bestimmung des Spektralradius ϱ einer nichtnegativen MatrixA angegeben. Ihre Konvergenz wird unter der Voraussetzung bewiesen, daßA irreduzibel ist. Die Verfahren sind, im Gegensatz zur Potenzmethode, unempfindlich gegen das Vorhandensein mehrerer Eigenwerte vom Betrage ϱ.

Summary

Several iterative methods for determining the spectral radius ϱ of a nonnegative matrixA are given. Convergence is proved under the assumption of irreducibility. Contrary to the power method, these methods are insensitive to the presence of other eigenvalues with modulus ϱ.

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Literatur

  1. Brauer, A.: On the Characteristic, Roots of Non-negative Matrices, in: Recent Advances in Matrix Theory (Schneider H., ed.). Madison: University of Wisconsin Press. 1964.

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  3. Hall, C. A., andT. A. Porsching: Computing the maximal eigenvalue and eigenvector of a nonnegative irreducible matrix. SIAM J. Num. Anal.5, 470–474 (1968).

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Elsner, L. Verfahren zur Berechnung des Spektralradius nichtnegativer irreduzibler Matrizen. Computing 8, 32–39 (1971). https://doi.org/10.1007/BF02234041

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  • DOI: https://doi.org/10.1007/BF02234041

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