Two-step Noda iteration for irreducible nonnegative matrices

Xiao Shan Chen, Li Hao Ou · Linear and Multilinear Algebra · 2022

In this paper, we present a two-step Noda iteration for computing the Perron root and Perron vector of an irreducible nonnegative matrix by successively solving two linear systems with the same coefficient matrix. For every positive initial vector, the two-step Noda iteration always converges and has a cubic asymptotic convergence rate. As an application, the two-step Noda iteration is applied to compute the smallest eigenpair of irreducible nonsingular M-matrices. Numerical examples are provided for testing the proposed method.

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