Summary
We prove the convergence of Wielandt's method in the computation of the maximal eigenvalue and eigenvector of a non-negative irreducible matrix.
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References
Noda, T.: Wielandt's method applied to the time independent neutron diffusion difference equations [in Japanese]. Jōhōshori.7, 84–90 (1966).
Ostrowski, A. M.: On the convergence of the Rayleigh quotient iteration for the computation of the characteristic roots and vectors V. Archive for Rational Mechanics and Analysis3, 472–481 (1959).
Varga, R. S.: Matrix iterative analysis. Englewood Cliffs, N.J.: Prentice-Hall, Inc. 1962.
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Noda, T. Note on the computation of the maximal eigenvalue of a non-negative irreducible matrix. Numer. Math. 17, 382–386 (1971). https://doi.org/10.1007/BF01436087
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DOI: https://doi.org/10.1007/BF01436087