Document Type

Journal Article

Department/Unit

Department of Mathematics

Title

Finding the largest eigenvalue of a nonnegative tensor

Language

English

Abstract

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.

Keywords

Higher-order markov chains, Iterative method, Nonnegative tensor, Spectral radius

Publication Date

2009

Source Publication Title

SIAM Journal on Matrix Analysis and Applications

Volume

31

Issue

3

Start Page

1090

End Page

1099

Publisher

Society for Industrial and Applied Mathematics

DOI

10.1137/09074838X

Link to Publisher's Edition

http://dx.doi.org/10.1137/09074838X

ISSN (print)

08954798

ISSN (electronic)

10957162

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