Title: A POSITIVITY PRESERVING INVERSE ITERATION FOR FINDING THE PERRON PAIR OF AN IRREDUCIBLE NONNEGATIVE THIRD ORDER TENSOR
Authors: Liu, Ching-Sung
Guo, Chun-Hua
Lin, Wen-Wei
應用數學系
Department of Applied Mathematics
Keywords: inverse iteration;nonnegative tensor;M-matrix;nonnegative matrix;positivity preserving;quadratic convergence;Perron vector;Perron root
Issue Date: 1-Jan-2016
Abstract: We propose an inverse iterative method for computing the Perron pair of an irreducible nonnegative third order tensor. The method involves the selection of a parameter theta(k) in the kth iteration. For every positive starting vector, the method converges quadratically and is positivity preserving in the sense that the vectors approximating the Perron vector are strictly positive in each iteration. It is also shown that theta(k) - 1 near convergence. The computational work for each iteration of the proposed method is less than four times (three times if the tensor is symmetric in modes two and three, and twice if we also take the parameter to be 1 directly) that for each iteration of the Ng-Qi-Zhou algorithm, which is linearly convergent for essentially positive tensors.
URI: http://dx.doi.org/10.1137/15M1040128
http://hdl.handle.net/11536/132714
ISSN: 0895-4798
DOI: 10.1137/15M1040128
Journal: SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
Volume: 37
Issue: 3
Begin Page: 911
End Page: 932
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