FINDING THE LARGEST EIGENVALUE OF A NONNEGATIVE TENSOR

被引:283
|
作者
Ng, Michael [1 ]
Qi, Liqun [2 ]
Zhou, Guanglu [3 ]
机构
[1] Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China
[2] Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Hong Kong, Peoples R China
[3] Curtin Univ Technol, Dept Math & Stat, Perth, WA 6102, Australia
关键词
spectral radius; nonnegative tensor; iterative method; higher-order Markov chains;
D O I
10.1137/09074838X
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
收藏
页码:1090 / 1099
页数:10
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