ASSISSGMENT -2

TOPIC: GOOGLE’S MEHANICSIM FOR RANKING WEB PAGES

AIM: STATE PERRON-FROBENIOUS THEROM:
DEFINITION An nxn nonnegative matrix A is said to be irreducible if there is no
permutation of coordinates such that

where P is an nxn permutation matrix (each row and each column have exactly one
1 entry and all others 0), A11 is rxr, and A22 is (n-r)x(n-r). This is not a particularly
inspiring definition in view of the fact it only tells us what is NOT irreducible.
About the only thing we know for sure is that a matrix with all positive entries is
irreducible.

To clarify the notion of irreducibility, we examine it in three different contexts:

1. Markov Chains. Suppose A is the transition matrix of a Markov chain. Then it is

nonnegative and suppose further it is set up so that

aij = the probability of going from state j to state i

in one transition

If one looks at, say, the fourth row of A, then one sees the probabilities of going
from state 4 to the various other states (as well as remaining in state 4). Any entry
that is zero indicates that one cannot go to that state from state 4, at least in one
step.

Now if A is reducible, for instance,

then we can see that it is possible to go from states 1,2 or 3 to any states but only
from states 4 or 5 to themselves. This is, of course, the traditional definition of
"absorbing" states in a Markov Chain. The above mentioned permutation matrix P
simply amounts to labeling the states so the absorbing ones are last.
2. Graphs. If we considered directed graphs then each has associated with it a
nonnegative matrix with all entries 0 or 1 with

aij = 1 if there is an arc from vertex i to vertex j.

If the associated matrix is irreducible then one can get from any vertex to any other
vertex (perhaps in several steps) whereas if it is reducible then (like the Markov
Chain case), there are vertices from which one cannot travel to all other vertices.

The former case, in the realm of graph theory, is called a "strongly connected"
graph.

3. Dynamical Systems. Suppose, as in the population case we have a system of the

form

x(k+1) = A x(k) k=0,1,...

and that A is reducible as in the definition above. Then in the manner of partitioned
matrices, one can rewrite this system as

Y(k+1) = A11 Y(K) + A12 Z(k)

Z(k+1) = A22 Z(k)

where Y has the first r components of X and Z has the last n-r so together they
comprise the original vector X. (The reader who has either not worked with
partitioned matrices or is rusty on the subject is urged to sketch the details out at
the component level and verify it; the result should follow in a straightforward
manner.) While this may not seem helpful at first glance, it means the solution
for Z may be obtained first, with no reference to the system governing Y, and then
the solution for Y obtained from the (nonhomogeneous) system that treats Z as
known. In the early language of such a problem, the original system has been
"reduced" to two simpler systems. To physicists, it has been partially decoupled.

Saying, then, that the matrix A is irreducible means that the system cannot be
reduced; it must be treated as a whole in studying its behavior.

While the above discussion may clarify the notion of an irreducible matrix, it is not
much help in verifying that a given matrix actually is irreducible. For example, it is
not blatantly obvious that of the two following matrices
the latter is irreducible while the former is not. If we went strictly by the definition,
we would have to keep trying permutations and looking for the critical zero
submatrix to appear. But for an nxn matrix there are, of course, n! possible such
matrices P making for a great deal of work ( if A is 10 x 10 then there are over 3
million possibilities!).

The following theorem is thus quite direct and helpful.

THEOREM. A is a nonnegative irreducible nxn matrix if and only if

(In + A)n-1 > 0. (see [12], p.6 for details and proof)

We note that the power in the above expression contains the same n as in the size
of the matrix. Since computer software is readily available to compute matrix
powers, the above may be readily checked. Note the result is also an nxn matrix,
and if any entry is zero, then the contrapositive of the theorem says A is reducible.
Referring to the two matrices above, we find that by direct computation

At this point, it seems appropriate to finally state the

PERRON-FROBENIUS THEOREM FOR IRREDUCIBLE MATRICES

If A is nxn, nonnegative, irreducible, then

1. one of its eigenvalues is positive and greater than or equal to (in absolute
value) all other eigenvalues

2. there is a positive eigenvector corresponding to that eigenvalue

and 3. that eigenvalue is a simple root of the characteristic equation of A.

Such an eigenvalue is called the "dominant eigenvalue" of A and we assume

hereafter we have numbered the eigenvalues so it is the first one. We should point
out that other eigenvalues may be positive, negative or complex (and if they are
complex then by "absolute value" we mean modulus, or distance in the complex
plane from the origin). Complex eigenvalues are a real possibility as only
symmetric matrices are guaranteed to not have them, and very few of the
matrices we have been discussing, in application, will be symmetric with the
notable exception of undirected graphs. Part 3 of the theorem also merits brief
comment. One ramification of it is that the dominant eigenvalue cannot be a
multiple root. One will not be left with the classic situation of having more roots
than corresponding linearly independent eigenvectors and hence having to worry
about or calculate generalized eigenvectors and/or work with Jordan blocks. The
same may not be said for the other eigenvalues of A but in the models here, they
do not concern us.

Primitive Matrices and the Perron-Frobenius Theorem

Irreducible matrices are not the only nonnegative matrices of possible interest in
the models we have looked at. Suppose we have a dynamical system of the form

x(k+1)=Ax(k)

where

(this matrix, while containing many suspicious looking zeroes, is indeed

irreducible. The easiest way to see this is to construct the associated graph for it
and check that you can get from any vertex to any other vertex.)We calculate that
its dominant eigenvalue is 1.653 and that an associated eigenvector is
(.29,.48,.29,.35,.5,.48)t so based upon the above discussion, we believe the long
term behavior of the system to be of the form:

x(k) = c1 (1.653)k (.29,.48,.29,.35,.5,.48)t (c1 determined from initial

conditions)

Simulation of the system is, of course, quite easy as one just needs to keep
multiplying the current solution by A to get the solution one time period later.
However, in this case, doing so does not seem to validate the predicted behavior
and in fact does not even seem to show any sort of limit at all! (the reader is
encouraged to fire up some software, pick an initial condition and see this
behavior).

So what went wrong? If one calculates all of the eigenvalues for the matrix, they
turn out to be: 1.653,0,0,+\- .856i and -1.653. The latter is where the limit problem
arises; since we are taking integral powers of the eigenvalues, we get an algebraic
"flip-flop" effect:
 x(k) = c1 (1.653)k e1 + ... + c6 (-1.653)k e6

(It is, by the way, a known result that an irreducible matrix cannot have two
independent eigenvectors that are both nonnegative; see [16], chapter 2. Thus e6 in
the above expansion has components of mixed sign.)

Thus 1.653 did not turn out to be as neatly "dominant" as we would have liked. If
we look back at the statement of the Perron-Frobenius Theorem, we see it
guaranteed a positive eigenvalue (with positive eigenvector) with absolute value
greater than or equal to that of any other eigenvalue. In the example just
considered, the equality was met.

So the question comes up: what stronger condition than irreducibility should one
impose so that a nonnegative matrix has a truly dominant
eigenvalue; strictly greater in absolute value than any other eigenvalue? The
answer is that the matrix needs to be "primitive". While there are several possible
definitions of "primitive", most of which have a graphical context in terms of
cycles, we will state a more general, algebraic definition as the models we may
wish to look at are from a diverse group.

DEFINITION An nxn nonnegative matrix A is primitive iff Ak > 0 for some power
k.

We note the strict inequality; all n2 entries of Ak have to be positive for some
power. Such a condition, again considering the availability of computer software
and ease of use, is easy to check. If one experiments with the 6x6 from the last
example, one never finds a power where all 36 entries are positive. The question
might come up: how many powers

of A does one have to look at before concluding it is not primitive? If A is primitive

then the power which should have all positive entries is less than or equal to n2 -2n
+2 (this is due to Wielandt in 1950, see [17]). Also, it can be easily shown that if A
is primitive than A is irreducible. Thus the class of primitive matrices has as a
subset the class of irreducible matrices. Finally, primitive matrices indeed have the
desired property in terms of a dominant eigenvalue:

PERRON-FROBENIUS THEOREM FOR PRIMITIVE MATRICES

If A is an nxn nonnegative primitive matrix then

1. one of its eigenvalues is positive and greater than (in absolute value) all
other eigenvalues

2. there is a positive eigenvector corresponding to that eigenvalue

3. that eigenvalue is a simple root of the characteristic equation of

2.AIM: find the page rank of the pages in web given below and display the page of
the title in the order of their page rank.

Mathematical background:

We can obtain the following equations from the given figure.

Equations are

X1 =(0)*x1+(0)*2+(1/3)*x3+(1/2)*x4+(1/3)*x5+x6

X2=(1/2)*x1+(0)*x2+(1/3)*x3+(0)*x4+(0)*x5+(1/2)*x6

X3=(0)*x1+(1)*x2+(0)*x3+(0)*x4+(0)*x5+(1/2)*x6

X4=(0)*x1+(0)*x2+(0)*x3+(0)*x4+(1/3)*x5+(0)*x6

X5=(1/2)*x1+(0)*x2+(0)*x3+(1/2)*x4+(0)*x5+(0)*x6

X6=(0)*x1+(0)*x2+(0)*x3+(0)*x4+(1/3)*x5+(0)*x6

Let the matrix be A

A=[0 0 1/3 ½ 1/3 0;1/2 0 1/3 0 0 ½; 0 1 0 0 0 ½; 0 0 ½; 0 0 1/3 0 1/3 0 1/3 1/3 0;

½ 0 0 01/2 0 0 0;0 0 0 1/3 0]

Matlab code:

M==[0 0 1/3 ½ 1/3 0;1/2 0 1/3 0 0 ½; 0 1 0 0 0 ½; 0 0 ½; 0 0 1/3 0 1/3 0 1/3 1/3

0;
½ 0 0 01/2 0 0 0;0 0 0 1/3 0]

[V,D]=eign(M);

U=v(:1);

X=u/sum(u)

Y=sort(x)

Subs(x,{x(1),x(2),x(3),x(4),x(5),x(6)},{‘A’,’B’,’C’’D’,’E’,’F’})

Output:

X=
0.2011
0.2067
0.2346
0.1341
0.1676
0.0559

Y=
0.0559
0.1341
0.1676
0.2011
0.2067
0.2346

Ans=
A
B
C
D
E
F