powerful.maxeig.tri: Tridiagonal matrix maximal eigenpair

In PowerfulMaxEigenpair: Powerful Algorithm for Maximal Eigenpair

Description

Calculate the maximal eigenpair for the tridiagonal matrix by Thomas algorithm.

Usage

powerful.maxeig.tri(a, b, C, digit.thresh = 6)

Arguments

a	The lower diagonal vector.
b	The upper diagonal vector.
C	The main diagonal vector.
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

nn = 8
a = c(1:(nn - 1))^2
b = c(1:(nn - 1))^2
C = c(b[1], a[1:(nn - 2)] + b[2:(nn - 1)], a[nn - 1] + nn^2)
powerful.maxeig.tri(a, b, C, digit.thresh = 6)

PowerfulMaxEigenpair documentation built on Jan. 7, 2020, 5:06 p.m.