Abstract

We study the generalized eigenproblem $A\otimes x=\lambda\otimes B\otimes x, $ where $A,B\in\mathbb{R}^{m\times n}$ in the max-plus algebra. It is known that if $A$ and $B$ are symmetric, then there is at most one generalized eigenvalue, but no description of this unique candidate is known in general. We prove that if $C=A-B$ is symmetric, then the common value of all saddle points of $C$ (if any) is the unique candidate for $\lambda.$ We also explicitly describe the whole spectrum in the case when $B$ is an outer product. It follows that when $A$ is symmetric and $B$ is constant, the smallest column maximum of $A$ is the unique candidate for $\lambda.$ Finally, we provide a complete description of the spectrum when $n=2$.

Keywords

  1. matrix
  2. max-plus algebra
  3. generalized eigenproblem
  4. spectrum

MSC codes

  1. 15A18
  2. 15A80
  3. 93C55

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Information & Authors

Information

Published In

cover image SIAM Journal on Matrix Analysis and Applications
SIAM Journal on Matrix Analysis and Applications
Pages: 1002 - 1021
ISSN (online): 1095-7162

History

Submitted: 24 September 2015
Accepted: 10 May 2016
Published online: 4 August 2016

Keywords

  1. matrix
  2. max-plus algebra
  3. generalized eigenproblem
  4. spectrum

MSC codes

  1. 15A18
  2. 15A80
  3. 93C55

Authors

Affiliations

Funding Information

Engineering and Physical Sciences Research Council http://dx.doi.org/10.13039/501100000266 : EP/J00829X/1

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