A solution of a nonlinear system arising in spectral perturbation theory of nonnegative matrices (Q1359176)

This paper develops an algorithm for computing the coefficients of the fractional power series expansions of the spectral radius \(\rho(P+\varepsilon E)\) and corresponding (normalized) eigenvector of \(P+\varepsilon E\), \(P\) and \(E\) are complex \(n\times n\) and \(P+\varepsilon E\) with sufficiently small \(\varepsilon>0\) is nonnegative and irreducible, \(P\) has a single Jordan block corresponding to \(\rho(P)\) and the left and right eigenvectors \(v\) and \(w\), respectively, of \(P\) corresponding to \(\rho(P)\) satisfy \(v^TEw\neq 0\). The novel idea is the recursive solution of a system of nonlinear equations, where in each step the coefficients of the expansion of \(\rho(P+\varepsilon E)\) are considered as parameters and a related linear system is solved parametrically, and the next coefficient of the development of \(\rho(P+\varepsilon E)\) is determined from feasibility considerations for a linear system. The method is also considered under relaxed conditions. The computed coefficients also yield a preferred basis of the generalized eigenspace corresponding to \(\rho(P)\).