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 |
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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. |
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ISSN: | 0008-0624 1126-5434 |
DOI: | 10.1007/s10092-019-0314-7 |