Fast verification for the Perron pair of an irreducible nonnegative matrix

Abstract

Fast algorithms are proposed for calculating error bounds for a numerically computed Perron root and vector of an irreducible nonnegative matrix. Emphasis is put on the computational efficiency of these algorithms. Error bounds for the root and vector are based on the Collatz--Wielandt theorem, and estimating a solution of a linear system whose coefficient matrix is an $M$-matrix, respectively. We introduce a technique for obtaining better error bounds. Numerical results show properties of the algorithms.