Mathematics of Operations Research
HOME HELP FEEDBACK SUBSCRIPTIONS ARCHIVE SEARCH TABLE OF CONTENTS
 QUICK SEARCH:   [advanced]


     


MATHEMATICS OF OPERATIONS RESEARCH
Vol. 7, No. 2, May 1982, pp. 198-210
DOI: 10.1287/moor.7.2.198
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Download to citation manager
Right arrow reprints & permissions
Citing Articles
Right arrow Citing Articles via Google Scholar
Google Scholar
Right arrow Articles by Kohlberg, E.
Right arrow Articles by Pratt, J. W.
Right arrow Search for Related Content

The Contraction Mapping Approach to the Perron-Frobenius Theory: Why Hilbert's Metric?

Elon Kohlberg, John W. Pratt

Graduate School of Business Administration, Harvard University, Soldiers Field, Boston, Massachusetts 02163
Graduate School of Business Administration, Harvard University, Soldiers Field, Boston, Massachusetts 02163

The Perron-Frobenius Theorem says that if A is a nonnegative square matrix some power of which is positive, then there exists an x0 such that Anx/||Anx|| converges to xn for all x > 0. There are many classical proofs of this theorem, all depending on a connection between positively of a matrix and properties of its eigenvalues. A more modern proof, due to Garrett Birkhoff, is based on the observation that every linear transformation with a positive matrix may be viewed as a contraction mapping on the nonnegative orthant. This observation turns the Perron-Frobenius theorem into a special ease of the Banach contraction mapping theorem. Furthermore, it applies equally to linear transformations which are positive in a much more general sense.

The metric which Birkhoff used to show that positive linear transformations correspond to contraction mappings is known as Hilbert's projective metric. The definition of this metric is rather complicated. It is therefore natural to try to define another, less complicated metric, which would also turn positive matrices into contractions. The main result of this paper is that, essentially, this is impossible.

The paper also gives some other results of possible interest in themselves, as well as enough background to make the presentation self-contained.

Key Words: Perron-Frobenius theorem; nonnegative matrices; convergence in direction; Hilbert's metric; contractions






HOME HELP FEEDBACK SUBSCRIPTIONS ARCHIVE SEARCH TABLE OF CONTENTS
Copyright © 1982 by INFORMS.