EfficientMaxEigenpair: EfficientMaxEigenpair: A package for computating the maximal...

Description EfficientMaxEigenpair functions

Description

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.

EfficientMaxEigenpair functions

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.


EfficientMaxEigenpair documentation built on May 2, 2019, 2:17 a.m.