Perron root computation

An algorithm that computes the Perron root and Perron vector for an irreducible non-negative matrix.

Description

The Perron-Frobenius theorem [1] for non-negative matrices has a lot of application such as in Markov matrices, GooglePage Algorithm, Ranking algorithms etc. The perron root and the perron vector computation may be required for these application. This function lets you calculate the perron root and the perron vector for non-negative irreducible matrices.

Perron root computation is based on the algorithm described in PRAKASH CHANCHANA, ``AN ALGORITHM FOR COMPUTING THE PERRON ROOT OF A NONNEGATIVE IRREDUCIBLE MATRIX'' Ph.D. Dissertation, North Carolina State University, Raleigh, 2007

[1] http://en.wikipedia.org/wiki/Perron-Frobenius_theorem

• MATLAB release: MATLAB 7.7 (R2008b)

[d]

Thank you Aravind for this valuable code. I looked for that kind of function all over the internet.
:)