The spectral radius of a matrix , denoted as , is defined as the largest absolute value of its eigenvalues. Mathematically, it can be expressed as:
This concept is crucial in various fields, including linear algebra, stability analysis, and numerical methods. The spectral radius provides insight into the behavior of dynamic systems; for instance, if , the system is considered stable, while if , it may exhibit instability. Additionally, the spectral radius plays a significant role in determining the convergence properties of iterative methods used to solve linear systems. Understanding the spectral radius helps in assessing the performance and stability of algorithms in computational mathematics.
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