An Extension of the Rayleigh Quotient to the Spectral Radius of Asymmetric Nonnegative Matrices

Abstract

The Rayleigh quotient, which provides the classical variational characterization of the spectral radius of Hermitian matrices, can be extended to nonsymmetric nonnegative irreducible matrices, ${\bf A}$, by the inclusion of a diagonal similarity scaling, to yield the variational formula $r({\bf A}) = \sup_{{\bf x} > {\bf 0}} \inf_{{\bf y} > {\bf 0}} {\bf x}^\top {\bf D_y A D_y}^{-1} {\bf x}/({\bf x}^\top {\bf x})$, where ${\bf D_y}$ is the diagonal matrix of the vector ${\bf y}$. Comparison is made to other variational formulae for the spectral radius.