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–Frobenius theorem for irreducible non-negative matrices==== Let <math>A</math> be an irreducible non-negative <math>N\times N</math> matrix with period <math>h</math> and [[spectral radius]] <math>\rho(A) = r</math>. Then the following statements hold. * The number <math>r\in\mathbb{R}^+</math> is a positive real number and it is an eigenvalue of the matrix <math>A</math>. It is called '''Perron–Frobenius eigenvalue'''. * The Perron–Frobenius eigenvalue <math>r</math> is [[Eigenvalues and eigenvectors#Algebraic multiplicity|simple]]. Both right and left eigenspaces associated with <math>r</math> are one-dimensional. * <math>A</math> has both a right and a left eigenvectors, respectively <math>\mathbf v</math> and <math>\mathbf w</math>, with eigenvalue <math>r</math> and whose components are all positive. Moreover the '''only''' eigenvectors whose components are all positive are those associated with the eigenvalue <math>r</math>. * The matrix <math>A</math> has exactly <math>h</math> (where <math>h</math> is the '''period''') complex eigenvalues with absolute value <math>r</math>. Each of them is a simple root of the characteristic polynomial and is the product of <math>r</math> with an <math>h</math>th [[root of unity]]. * Let <math>\omega = 2\pi/h</math>. Then the matrix <math>A</math> is [[similar matrix|similar]] to <math>e^{i\omega}A</math>, consequently the spectrum of <math>A</math> is invariant under multiplication by <math>e^{i\omega}</math> (i.e. to rotations of the complex plane by the angle <math>\omega</math>). * If <math>h>1</math> then there exists a permutation matrix <math>P</math> such that ::<math>PAP^{-1}= \begin{pmatrix} O & A_1 & O & O & \ldots & O \\ O & O & A_2 & O & \ldots & O \\ \vdots & \vdots &\vdots & \vdots & & \vdots \\ O & O & O & O & \ldots & A_{h-1} \\ A_h & O & O & O & \ldots & O \end{pmatrix}, </math> :: where <math>O</math> denotes a zero matrix and the blocks along the main diagonal are square matrices. * '''[[Lothar Collatz|Collatz]]–Wielandt formula''': for all non-negative non-zero vectors ''<math>\mathbf x </math>'' let ''<math>f(\mathbf x) </math>'' be the minimum value of ''<math>[A\mathbf x]_i/x_i </math>'' taken over all those <math>i </math> such that <math>x_i\neq0 </math>. Then <math>f </math> is a real valued function whose [[maximum]] is the Perron–Frobenius eigenvalue. * The Perron–Frobenius eigenvalue satisfies the inequalities ::<math>\min_i \sum_{j} a_{ij} \le r \le \max_i \sum_{j} a_{ij}.</math> The example <math>A =\left(\begin{smallmatrix} 0 & 0 & 1 \\ 0 & 0 & 1 \\ 1 & 1 & 0 \end{smallmatrix}\right)</math> shows that the (square) zero-matrices along the diagonal may be of different sizes, the blocks ''A''<sub>''j''</sub> need not be square, and ''h'' need not divide ''n''.
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)