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Global algorithms for maximal eigenpair

This paper is a continuation of our previous work [Front. Math. China, 2016, 11(6): 1379-1418] where an efficient algorithm for computing the maximal eigenpalr was introduced first for tridiagonal matrices and then extended to the irreducible matrices with nonnegative off-diagonal elements. This pap...

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Bibliographic Details
Published in:Frontiers of mathematics in China 2017-10, Vol.12 (5), p.1023-1043
Main Author: Chen, Mu-Fa
Format: Article
Language:English
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Summary:This paper is a continuation of our previous work [Front. Math. China, 2016, 11(6): 1379-1418] where an efficient algorithm for computing the maximal eigenpalr was introduced first for tridiagonal matrices and then extended to the irreducible matrices with nonnegative off-diagonal elements. This paper introduces mainly 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.
ISSN:1673-3452
1673-3576
DOI:10.1007/s11464-017-0658-8