maxeig: Compute the largest eigenvalue and associated eigenvector of...

View source: R/UMPCA.R

maxeigR Documentation

Compute the largest eigenvalue and associated eigenvector of a matrix A using the power method

Description

MATLAB Function: Copyright 1999 by Todd K. Moon

Usage

maxeig(A)

Arguments

A

Matrix whose eigenvalue is sought

Value

lambda

Largest eigenvalue

x

corresponding eigenvector


MFPCA documentation built on Sept. 15, 2022, 9:07 a.m.