Global algorithms for maximal eigenpair
classification
🧮 math.PR
math.NAmath.OCmath.SPmath.STstat.TH
keywords
eigenpairmatricesmaximalalgorithmscomputingelementsglobaloff-diagonal
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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.
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