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Copy file name to clipboardExpand all lines: lectures/eigen_II.md
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@@ -65,7 +65,7 @@ We introduced irreducible matrices in the [Markov chain lecture](mc_irreducible)
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Here we generalize this concept:
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$A$ is called **irreducible** if for *each* $(i,j)$ there is an integer $k \geq 0$ such that $a^{k}_{ij} > 0$.
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An $n \times n$ matrix $A$ is called irreducible if, for each $i,j$ with $1 \leq i, j \leq n$, there exists a $k \geq 0$ such that $a^{k}_{ij} > 0$.
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A matrix $A$ that is not irreducible is called reducible.
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Let $A$ be a square nonnegative matrix and let $A^k$ be the $k^{th}$ power of $A$.
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A matrix is considered**primitive** if there exists a $k \in \mathbb{N}$ such that $A^k$ is everywhere positive.
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A matrix is called**primitive** if there exists a $k \in \mathbb{N}$ such that $A^k$ is everywhere positive.
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It means that $A$ is called primitive if there is an integer $k \geq 0$ such that $a^{k}_{ij} > 0$ for *all* $(i,j)$.
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@@ -148,10 +148,10 @@ This is a more common expression and where the name left eigenvectors originates
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(perron-frobe)=
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### The Perron-Frobenius Theorem
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For a nonnegative matrix $A$ the behavior of $A^k$ as $k \to \infty$ is controlled by the eigenvalue with the largest
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For a square nonnegative matrix $A$, the behavior of $A^k$ as $k \to \infty$ is controlled by the eigenvalue with the largest
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absolute value, often called the **dominant eigenvalue**.
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For a matrix nonnegative square matrix $A$, the Perron-Frobenius Theorem characterizes certain
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For any such matrix $A$, the Perron-Frobenius Theorem characterizes certain
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properties of the dominant eigenvalue and its corresponding eigenvector.
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```{prf:Theorem} Perron-Frobenius Theorem
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6. the inequality $|\lambda| \leq r(A)$ is **strict** for all eigenvalues $\lambda$ of $A$ distinct from $r(A)$, and
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7. with $v$ and $w$ normalized so that the inner product of $w$ and $v = 1$, we have
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$ r(A)^{-m} A^m$ converges to $v w^{\top}$ when $m \rightarrow \infty$. $v w^{\top}$ is called the **Perron projection** of $A$
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$ r(A)^{-m} A^m$ converges to $v w^{\top}$ when $m \rightarrow \infty$. The matrix $v w^{\top}$ is called the **Perron projection** of $A$
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```
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(This is a relatively simple version of the theorem --- for more details see
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We are now prepared to bridge the languages spoken in the two lectures.
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A primitive matrix is both irreducible (or strongly connected in the language of graph) and aperiodic.
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A primitive matrix is both irreducible (or strongly connected in the language of {ref}`graph theory`<strongly_connected>) and aperiodic.
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So Perron-Frobenius Theorem explains why both Imam and Temple matrix and Hamilton matrix converge to a stationary distribution, which is the Perron projection of the two matrices
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