Journal
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
Volume 31, Issue 3, Pages 1090-1099Publisher
SIAM PUBLICATIONS
DOI: 10.1137/09074838X
Keywords
spectral radius; nonnegative tensor; iterative method; higher-order Markov chains
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Funding
- Hong Kong Research Grant Council
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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.
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