How to make the Perron eigenvector simple

Multiple Perron eigenvectors of non-negative matrices occur in applications, where they often become a source of trouble. A usual way to avoid it and to make the Perron eigenvector simple is a regularization of matrix: an initial non-negative matrix A is replaced by A + ε M , where M is a strictly p...

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Veröffentlicht in:Calcolo 2019-06, Vol.56 (2), p.1-11, Article 17
1. Verfasser: Protasov, Vladimir Yu
Format: Artikel
Sprache:eng
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Zusammenfassung:Multiple Perron eigenvectors of non-negative matrices occur in applications, where they often become a source of trouble. A usual way to avoid it and to make the Perron eigenvector simple is a regularization of matrix: an initial non-negative matrix A is replaced by A + ε M , where M is a strictly positive matrix and ε > 0 is small. However, this operation is numerically unstable and may lead to a significant increase of the Perron eigenvalue, especially in high dimensions. We define a selected Perron eigenvector of  A as the limit of normalized Perron eigenvectors of the regularizations A + ε M as ε → 0 . It is shown that if the matrix M is rank-one, then the limit eigenvector can be found by an explicit formula and, moreover, is efficiently computed by the power method. The role of the rank-one condition is explained.
ISSN:0008-0624
1126-5434
DOI:10.1007/s10092-019-0314-7