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A method for computing the Perron root for primitive matrices
Authors:Doulaye Demb  l  
Affiliation:Doulaye Dembélé
Abstract:Following the Perron theorem, the spectral radius of a primitive matrix is a simple eigenvalue. It is shown that for a primitive matrix A, there is a positive rank one matrix X such that B = A ° X , where ° denotes the Hadamard product of matrices, and such that the row (column) sums of matrix B are the same and equal to the Perron root. An iterative algorithm is presented to obtain matrix B without an explicit knowledge of X. The convergence rate of this algorithm is similar to that of the power method but it uses less computational load. A byproduct of the proposed algorithm is a new method for calculating the first eigenvector.
Keywords:Markov chain  Perron root  primitive matrix  stochastic matrix
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