rayleigh.opt: Rayleigh Quotient

Description Usage Arguments Details

Description

function to estimate alpha vector This optimizes a Rayleigh quotient which is the solution to a generalized eigenvalue problem. alpha is the first eigenvector.

Usage

1

Arguments

u

some matrix

v

some matrix

par

nonzero vector x

Details

Collection of helper functions for main simulation


carolynlou/pstestr documentation built on June 3, 2019, 6:21 p.m.