Approximations of the Spectral Radius Corresponding Eigenvector, and Second Largest Modulus of an Eigenvalue for Square, Nonnegative, Irreducible Matrices
- 1 January 1993
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 14 (1) , 15-32
- https://doi.org/10.1137/0614002
Abstract
Approximations are obtained for the normalized eigenvector of a square, nonnegative, irreducible matrix corresponding to its spectral radius from solutions to linear inequality systems whose feasibility have long been used to characterize lower and/or upper bounds on the spectral radius. These linear inequality systems depend on a parameter that can be viewed as an estimator for the spectral radius. In particular, we derive bounds on the tightness of the resulting approximation to the corresponding eigenvector as a product of a constant (equaling the optimal objective value of a nonlinear, convex optimization problem) and the difference between the spectral radius and its estimator. Bounds are also developed on the second largest modulus of an eigenvalue of a square, nonnegative, irreducible matrix in terms of approximations to its spectral radius and the corresponding normalized eigenvectors. The latter results depend on the methods of Rothblum and Tan [Linear Algebra Appl., 66 (1985), pp. 45–86], who derived bounds on the second largest modulus of an eigenvalue, which depends on the explicit knowledge of the spectral radius and corresponding eigenvector of the underlying matrix.Keywords
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