Abstract
A detailed account of the max-algebraic eigenvalue-eigenvector theory for square matrices over reals extended by minus infinity is provided. This theory is similar (but not identical) with the Perron-Frobenius theory for non-negative matrices in linear algebra. The algorithms presented and proved here enable us to find all eigenvalues and bases of all eigenspaces in almost linear time. These results are of fundamental importance for solving the reachability problems in Chap. 8 and elsewhere.
The chapter starts with definitions and basic properties of the eigenproblem, then continues by proving one of the most important results in max-algebra, namely that for every matrix the maximum cycle mean is the greatest (principal) eigenvalue. It is shown how the corresponding (principal) eigenspace is described. Next a spectral theorem is presented, that fully describes all eigenvalues of a matrix and enables us to find them. It also makes it possible to characterize matrices with finite eigenvectors. Finally, it is explained how to efficiently describe all eigenvectors of a matrix.
A number of properties, such as the existence of a common eigenvector of commuting matrices, is proved using the presented eigenvalue-eigenvector theory.
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Butkovič, P. (2010). Eigenvalues and Eigenvectors. In: Max-linear Systems: Theory and Algorithms. Springer Monographs in Mathematics. Springer, London. https://doi.org/10.1007/978-1-84996-299-5_4
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DOI: https://doi.org/10.1007/978-1-84996-299-5_4
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