Tangoing with nonsymmetric contraction matrices: Understanding Gelfand’s formula and its implications on linear convergence rates

I have finally reached the point in my life when I have the misfortune of meeting not one, but two nonsymmetric "contraction" matrices, and have had to try to understand why it is that, even after all the hard work of proving that a matrix's largest eigenvalue is $\lambda_{\max}\leq \rho <1$, it does not mean that … Continue reading Tangoing with nonsymmetric contraction matrices: Understanding Gelfand’s formula and its implications on linear convergence rates