Perron–Frobenius theorem

Let a real square -matrix be considered as an operator on , let it be without invariant coordinate subspaces (such a matrix is called indecomposable) and let it be non-negative (i.e. all its elements are non-negative). Also, let be its eigen values, enumerated such that
Then,

1) the number is a simple positive root of the characteristic polynomial of ;

2) there exists an eigen vector of with positive coordinates corresponding to ;

3) the numbers coincide, apart from their numbering, with the numbers , where ;

4) the product of any eigen value of by is an eigen value of ;

5) for one can find a permutation of the rows and columns that reduces to the form
where is a matrix of order .

O. Perron proved the assertions 1) and 2) for positive matrices in [1], while G. Frobenius [2] gave the full form of the theorem.

References

[1]  O. Perron,   "Zur Theorie der Matrizen"  Math. Ann. , 64  (1907)  pp. 248–263
[2]  G. Frobenius,   "Ueber Matrizen aus nicht negativen Elementen"  Sitzungsber. Königl. Preuss. Akad. Wiss.  (1912)  pp. 456–477
[3]  F.R. [F.R. Gantmakher] Gantmacher,   "The theory of matrices" , 1 , Chelsea, reprint  (1977)  (Translated from Russian)


D.A. Suprunenko


Comments

The Perron–Frobenius theorem has numerous applications, cf. [a1], [a2].

References

[a1]  E. Seneta,   "Nonnegative matrices" , Allen & Unwin  (1973)
[a2]  K. Lancaster,   "Mathematical economics" , Macmillan  (1968)

This text originally appeared in Encyclopaedia of Mathematics - ISBN 1402006098

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