ray.quot.general: Rayleigh quotient iteration

In EfficientMaxEigenpair: Efficient Initials for Computing the Maximal Eigenpair

Description

Rayleigh quotient iteration algorithm to computing the maximal eigenpair of general matrix A.

Usage

ray.quot.general(A, mu, v0_tilde, zstart, digit.thresh = 6)

Arguments

A	The input matrix to find the maximal eigenpair.
mu	A vector.
v0_tilde	The unnormalized initial vector \tilde{v0}.
zstart	The initial z_0 as an approximation of ρ(Q).
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.

Examples

A = matrix(c(1, 1, 3, 2, 2, 2, 3, 1, 1), 3, 3)
ray.quot.general(A, mu=rep(1,dim(A)[1]), v0_tilde=rep(1,dim(A)[1]), zstart=6,
 digit.thresh = 6)

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