Department of Mathematics
Finding the largest eigenvalue of a nonnegative tensor
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. © 2009 Society for Industrial and Applied Mathematics.
Higher-order markov chains, Iterative method, Nonnegative tensor, Spectral radius
Source Publication Title
SIAM Journal on Matrix Analysis and Applications
Society for Industrial and Applied Mathematics
Ng, Michael, Liqun Qi, and Guanglu Zhou. "Finding the largest eigenvalue of a nonnegative tensor." SIAM Journal on Matrix Analysis and Applications 31.3 (2009): 1090-1099.