eff.ini.maxeig.tri: Tridiagonal matrix maximal eigenpair

In EfficientMaxEigenpair: Efficient Initials for Computing the Maximal Eigenpair

Description

Calculate the maximal eigenpair for the tridiagonal matrix by rayleigh quotient iteration algorithm.

Usage

eff.ini.maxeig.tri(a, b, c, xi = 1, digit.thresh = 6)

Arguments

a	The lower diagonal vector.
b	The upper diagonal vector.
c	The shifted main diagonal vector. The corresponding unshift diagonal vector is -c(b[1] + c[1], a[1:N - 1] + b[2:N] + c[2:N], a[N] + c[N + 1]) where N+1 is the dimension of matrix.
xi	The coefficient used to form the convex combination of δ_1^{-1} and (v_0,-Q*v_0)_μ, it should between 0 and 1.
digit.thresh	The precise level of output results.

Value

A list of eigenpair object are returned, with components z, v and iter.

z	The approximating sequence of the maximal eigenvalue.
v	The approximating eigenfunction of the corresponding eigenvector.
iter	The number of iterations.

See Also

eff.ini.maxeig.shift.inv.tri for the tridiagonal matrix maximal eigenpair by shifted inverse iteration algorithm. eff.ini.maxeig.general for the general matrix maximal eigenpair.

Examples

a = c(1:7)^2
b = c(1:7)^2
c = rep(0, length(a) + 1)
c[length(a) + 1] = 8^2
eff.ini.maxeig.tri(a, b, c, xi = 1)

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