An Extension of the Rayleigh Quotient to the Spectral Radius of Asymmetric Nonnegative Matrices
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Publication:6331978
arXiv1912.12771MaRDI QIDQ6331978FDOQ6331978
Publication date: 29 December 2019
Abstract: The Rayleigh quotient, which provides the classical variational characterization of the spectral radius of Hermitian matrices, can be extended to nonsymmetric nonnegative irreducible matrices, , by the inclusion of a diagonal similarity scaling, to yield the variational formula , where is the diagonal matrix of the vector . Comparison is made to other variational formulae for the spectral radius.
Eigenvalues, singular values, and eigenvectors (15A18) Variational methods for eigenvalues of operators (49R05)
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