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

numerical examplesalgorithmeigenvectortridiagonal matrixPerron-Frobenius theoremstochastic stability\(Q\)-matrixefficient initialmaximal eigenpairpower iterationRayleigh quotient iteration

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Continuous-time Markov processes on discrete state spaces (60J27) 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.

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Cited in

(9)

• Hermitizable, isospectral complex matrices or differential operators
• The charming leading eigenpair
• Approximation theorem for principle eigenvalue of discrete \(p\)-Laplacian
• Improved global algorithms for maximal eigenpair
• Efficient algorithm for principal eigenpair of discrete \(p\)-Laplacian
• Computing top eigenpairs of Hermitizable matrix
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• Trilogy on computing maximal eigenpair

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