Global algorithms for maximal eigenpair

Abstract

This paper is a continuation of \ct{cmf16} where an efficient algorithm for computing the maximal eigenpair was introduced first for tridiagonal matrices and then extended to the irreducible matrices with nonnegative off-diagonal elements. This paper introduces two global algorithms for computing the maximal eigenpair in a rather general setup, including even a class of real (with some negative off-diagonal elements) or complex matrices.

20 pages

References in corpus (1)

• Risk-Sensitive Control and an Abstract Collatz-Wielandt Formula

Cited by in corpus (2)

• Entropy functionals and thermodynamics of relativistic geometric flows, stationary quasi-periodic Ricci solitons, and gravity
• The Charming Leading Eigenpair