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EnglishMultiple Perron eigenvectors of non-negative matrices occur in applications, where they often become a source of trouble. A usual way to avoid it and to make the Perron eigenvector simple is a regularization of matrix: an initial non-negative matrix A is replaced by A+ εM, where M is a strictly positive matrix and ε> 0 is small. However, this operation is numerically unstable and may lead to a significant increase of the Perron eigenvalue, especially in high dimensions. We define a selected Perron eigenvector of A as the limit of normalized Perron eigenvectors of the regularizations A+ εM as ε→ 0. It is shown that if the matrix M is rank-one, then the limit eigenvector can be found by an explicit formula and, moreover, is efficiently computed by the power method. The role of the rank-one condition is explained.
| Titolo: | How to make the Perron eigenvector simple | |
| Autori: | PROTASOV, Vladimir (Corresponding) | |
| Data di pubblicazione: | 2019 | |
| Rivista: | ||
| Handle: | http://hdl.handle.net/11697/159779 | |
| Appare nelle tipologie: | 1.1 Articolo in rivista |
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http://hdl.handle.net/11697/159779
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