Abstract
In this paper we propose an iterative method for calculating the largest eigenvalue of an irreducible nonnegative tensor. This method is an extension of a method of Collatz (1942) for calculating the spectral radius of an irreducible nonnegative matrix. Numerical results show that our proposed method is promising. We also apply the method to studying higher-order Markov chains.
Original language | English |
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Pages (from-to) | 1090-1099 |
Number of pages | 10 |
Journal | SIAM Journal on Matrix Analysis and Applications |
Volume | 31 |
Issue number | 3 |
DOIs | |
Publication status | Published - 28 Dec 2009 |
Keywords
- Higher-order markov chains
- Iterative method
- Nonnegative tensor
- Spectral radius
ASJC Scopus subject areas
- Analysis