Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Perron–Frobenius theorem
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
===Perron root is strictly maximal eigenvalue for positive (and primitive) matrices=== If ''A'' is a positive (or more generally primitive) matrix, then there exists a real positive eigenvalue ''r'' (Perron–Frobenius eigenvalue or Perron root), which is strictly greater in absolute value than all other eigenvalues, hence ''r'' is the [[spectral radius]] of ''A''. This statement does not hold for general non-negative irreducible matrices, which have ''h'' eigenvalues with the same absolute eigenvalue as ''r'', where ''h'' is the period of ''A''. ====Proof for positive matrices==== Let ''A'' be a positive matrix, assume that its spectral radius ρ(''A'') = 1 (otherwise consider ''A/ρ(A)''). Hence, there exists an eigenvalue λ on the unit circle, and all the other eigenvalues are less or equal 1 in absolute value. Suppose that another eigenvalue λ ≠ 1 also falls on the unit circle. Then there exists a positive integer ''m'' such that ''A<sup>m</sup>'' is a positive matrix and the real part of λ''<sup>m</sup>'' is negative. Let ε be half the smallest diagonal entry of ''A<sup>m</sup>'' and set ''T'' = ''A<sup>m</sup>'' − ''εI'' which is yet another positive matrix. Moreover, if ''Ax'' = ''λx'' then ''A<sup>m</sup>x'' = ''λ<sup>m</sup>x'' thus ''λ''<sup>''m''</sup> − ''ε'' is an eigenvalue of ''T''. Because of the choice of ''m'' this point lies outside the unit disk consequently ''ρ''(''T'') > 1. On the other hand, all the entries in ''T'' are positive and less than or equal to those in ''A<sup>m</sup>'' so by [[spectral radius|Gelfand's formula]] ''ρ''(''T'') ≤ ''ρ''(''A<sup>m</sup>'') ≤ ''ρ''(''A'')<sup>''m''</sup> = 1. This contradiction means that λ=1 and there can be no other eigenvalues on the unit circle. Absolutely the same arguments can be applied to the case of primitive matrices; we just need to mention the following simple lemma, which clarifies the properties of primitive matrices. ====Lemma==== Given a non-negative ''A'', assume there exists ''m'', such that ''A<sup>m</sup>'' is positive, then ''A''<sup>''m''+1</sup>, ''A''<sup>''m''+2</sup>, ''A''<sup>''m''+3</sup>,... are all positive. ''A''<sup>''m''+1</sup> = ''AA''<sup>''m''</sup>, so it can have zero element only if some row of ''A'' is entirely zero, but in this case the same row of ''A<sup>m</sup>'' will be zero. Applying the same arguments as above for primitive matrices, prove the main claim.
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)