Diagonal transformation methods for computing the maximal eigenvalue and eigenvector of a nonnegative irreducible matrix (Q753420)

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Diagonal transformation methods for computing the maximal eigenvalue and eigenvector of a nonnegative irreducible matrix
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    Diagonal transformation methods for computing the maximal eigenvalue and eigenvector of a nonnegative irreducible matrix (English)
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    1991
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    A diagonal transformation method for computing the maximal eigenvalue and associated eigenvector of a nonnegative irreducible matrix is a sequence of the form \((1)\quad A^{(k+1)}=(S^{(k)})^{-1}A^{(k)}S^{(k)},\) where \(S^{(k)}\) are positive definite diagonal matrices. This paper presents sufficient conditions on \(S^{(k)}\), in a general setting, in which (1) gives a convergent method. These results are then used to study known methods and to construct new ones.
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    spectral radius
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    convergence
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    diagonal transformation method
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    maximal eigenvalue
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    eigenvector
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    nonnegative irreducible matrix
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