On the power method in max algebra

Citation
L. Elsner et P. Van Den Driessche, On the power method in max algebra, LIN ALG APP, 303, 1999, pp. 17-32
Citations number
16
Categorie Soggetti
Mathematics
Journal title
LINEAR ALGEBRA AND ITS APPLICATIONS
ISSN journal
00243795 → ACNP
Volume
303
Year of publication
1999
Pages
17 - 32
Database
ISI
SICI code
0024-3795(199912)303:<17:OTPMIM>2.0.ZU;2-M
Abstract
The eigenvalue problem for an irreducible nonnegative matrix A = [a(ij)] in the max algebra system is A x x = lambda x, where (A x x)(i) = max(j)(a(ij )x(j)) and lambda turns out to be the maximum circuit geometric mean, mu(A) . A power method algorithm is given to compute mu(A) and eigenvector x. The algorithm is developed by using results on the convergence of max powers o f A, which are proved using nonnegative matrix theory. In contrast to an al gorithm developed in [4], this new method works for any irreducible nonnega tive A, and calculates eigenvectors in a simpler and more efficient way. So me asymptotic formulas relating mu(A), the spectral radius and norms are al so given. (C) 1999]Elsevier Science Inc. All rights reserved.