Efficient initials for computing maximal eigenpair

DOI10.1007/S11464-016-0573-4MaRDI QIDQ335562zbMATH OpenOpenAlexFDO

Authors Mu-Fa Chen

Publication date 2 November 2016

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1609.01358

zbMATH Keywords

\(Q\)-matrixalgorithmefficient initialeigenvectormaximal eigenpairnumerical examplesPerron-Frobenius theorempower iterationRayleigh quotient iterationstochastic stabilitytridiagonal matrix

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50) Stochastic stability in control theory (93E15)

Abstract: This paper introduces some efficient initials for a well-known algorithm (an inverse iteration) for computing the maximal eigenpair of a class of real matrices. The initials not only avoid the collapse of the algorithm but are also unexpectedly efficient. The initials presented here are based on our analytic estimates of the maximal eigenvalue and a mimic of its eigenvector for many years of accumulation in the study of stochastic stability speed. In parallel, the same problem for computing the next to the maximal eigenpair is also studied.

Review text

Efficient initials for an inverse iteration established algorithm for computing the maximal eigenpair of a class of real matrices are proposed. The initials introduced here avoid the collapse of the algorithm and are proven to be very efficient. These initials are based on analytic estimates of the maximal eigenvalue and a mimic of its eigenvector and are used by the authors in the study of stochastic stability speed. The same problem for computing the next to the maximal eigenpair is also studied and representative numerical examples are used to illustrate the effectiveness of the algorithms.

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Cited in

(12)

• Approximation theorem for principle eigenvalue of discrete \(p\)-Laplacian
• Global algorithms for maximal eigenpair
• Trilogy on computing maximal eigenpair
• Hermitizable, isospectral complex matrices or differential operators
• Efficient algorithm for principal eigenpair of discrete \(p\)-Laplacian
• Computing top eigenpairs of Hermitizable matrix
• Improved global algorithms for maximal eigenpair
• Development of powerful algorithm for maximal eigenpair
• The charming leading eigenpair
• Criteria for exponential decay of symmetric jump processes
• Top eigenpairs of large scale matrices
• The first nontrivial eigenpair of finite single birth processes

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