Description EfficientMaxEigenpair functions
The EfficientMaxEigenpair package provides some auxillary functions and
five categories of important functions:
tridiag
, tri.sol
, find_deltak
,
ray.quot.tri
, shift.inv.tri
,
ray.quot.seceig.tri
, ray.quot.general
, ray.quot.seceig.general
,
eff.ini.maxeig.tri
, eff.ini.maxeig.shift.inv.tri
,
eff.ini.maxeig.general
, eff.ini.seceig.tri
and eff.ini.seceig.general
.
tridiag
: generate tridiagonal matrix Q based on three input vectors.
tri.sol
: construct the solution of linear equation (-Q-zI)w=v.
find_deltak
: compute δ_k for given vector v and matrix Q.
ray.quot.tri
: rayleigh quotient iteration algorithm to computing the maximal eigenpair of
tridiagonal matrix Q.
shift.inv.tri
: shifted inverse iteration algorithm to computing the maximal eigenpair of
tridiagonal matrix Q.
ray.quot.seceig.tri
: rayleigh quotient iteration algorithm to computing the next to
maximal eigenpair of tridiagonal matrix Q.
ray.quot.general
: rayleigh quotient iteration algorithm to computing the maximal eigenpair of
general matrix A.
ray.quot.seceig.general
: rayleigh quotient iteration algorithm to computing the next to maximal eigenpair of
general matrix A.
eff.ini.maxeig.tri
: calculate the maximal eigenpair for the tridiagonal matrix by
rayleigh quotient iteration algorithm.
eff.ini.maxeig.shift.inv.tri
: calculate the maximal eigenpair for the tridiagonal matrix by
shifted inverse iteration algorithm.
eff.ini.maxeig.general
: calculate the maximal eigenpair for the general matrix.
eff.ini.seceig.tri
: calculate the next to maximal eigenpair for the tridiagonal matrix whose sums of each row should be 0.
eff.ini.seceig.general
: calculate the next to maximal eigenpair for the general conservative matrix.
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