Nonnegative iterations with asymptotically constant coefficients (Q732071)
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English | Nonnegative iterations with asymptotically constant coefficients |
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Nonnegative iterations with asymptotically constant coefficients (English)
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9 October 2009
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Perron's theory yields a unique (normalized) nonnegative eigenvector for nonnegative matrices. The eigenvalue equals the spectral radius. Now let \(A\) be a matrix that is not necessarily nonnegative, but has the properties above. If the sequence \(A_k\) of matrices converges to \(A\), and \(x_{k+1}=A_k x_k\) is a sequence of nonnegative vectors, and some technical assumptions hold, then \(x_k/\|x_k\|\) converges to the nonnegative eigenvector of \(A\).
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nonnegative eigenvectors
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Perron-Frobenius theory
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spectral radius
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