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Sensitivity analysis of nonnegative irreducible matrices

✍ Scribed by S.L. Liu; S.Y. Wang

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
220 KB
Volume
12
Category
Article
ISSN
0893-9659

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✦ Synopsis

We develop a method based on the additive perturbation of a nonnegative irreducible matrix to analyze its sensitivity. Bounds for the norm of the difference between the perturbed right eigenvector and the initial one, and bounds for the difference between the perturbed principal eigenvalue and the initial one are obtained without any additional assumption on the nonnegative irreducible matrix. (~) 1998 Elsevier Science Ltd. All rights reserved.

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