powerMethod | R Documentation |
C++ implementation of the power method (von Mises iteration) to compute the largest eigenvector of a dense input matrix.
powerMethod(m, initvector = 0)
m |
Symmetric matrix for which the largest eigenvector is sought. |
initvector |
Optional vector compatible with the input matrix which serves as a starting value for the iteration. Default is zero. |
The largest eigenvector of m
.
Richard von Mises and Hilda Pollaczek-Geiringer (1929). Praktische Verfahren der Gleichungsaufloesung. ZAMM Zeitschrift fuer Angewandte Mathematik und Mechanik, 9:152-164.
require(locStra) m <- matrix(1:9,3) print(powerMethod(m))
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