powerMethod: Power method for leading eigenvectors and eigenvalues

View source: R/linalg.R

powerMethodR Documentation

Power method for leading eigenvectors and eigenvalues

Description

Power method for leading eigenvectors and eigenvalues

Usage

powerMethod(A, k = 1, eps = 1e-10, maxiter = 1000)

Arguments

A

a square matrix

k

number of leading eigenvectors/eigenvalues

eps

tolerance for convergence (in Frobenius norm)

maxiter

maximum iteration


wangtengyao/putils documentation built on Nov. 26, 2024, 2:01 a.m.