EfficientMaxEigenpair {EfficientMaxEigenpair} | R Documentation |
EfficientMaxEigenpair: A package for computating the maximal eigenpair for a matrix.
Description
The EfficientMaxEigenpair package provides some auxillary functions and
five categories of important functions:
tridiag
, tri.sol
, find_deltak
,
ray.quot.tri
, shift.inv.tri
,
ray.quot.seceig.tri
, ray.quot.general
, ray.quot.seceig.general
,
eff.ini.maxeig.tri
, eff.ini.maxeig.shift.inv.tri
,
eff.ini.maxeig.general
, eff.ini.seceig.tri
and eff.ini.seceig.general
.
EfficientMaxEigenpair functions
tridiag
: generate tridiagonal matrix Q based on three input vectors.
tri.sol
: construct the solution of linear equation (-Q-zI)w=v.
find_deltak
: compute for given vector
and matrix
.
ray.quot.tri
: rayleigh quotient iteration algorithm to computing the maximal eigenpair of
tridiagonal matrix .
shift.inv.tri
: shifted inverse iteration algorithm to computing the maximal eigenpair of
tridiagonal matrix .
ray.quot.seceig.tri
: rayleigh quotient iteration algorithm to computing the next to
maximal eigenpair of tridiagonal matrix .
ray.quot.general
: rayleigh quotient iteration algorithm to computing the maximal eigenpair of
general matrix .
ray.quot.seceig.general
: rayleigh quotient iteration algorithm to computing the next to maximal eigenpair of
general matrix .
eff.ini.maxeig.tri
: calculate the maximal eigenpair for the tridiagonal matrix by
rayleigh quotient iteration algorithm.
eff.ini.maxeig.shift.inv.tri
: calculate the maximal eigenpair for the tridiagonal matrix by
shifted inverse iteration algorithm.
eff.ini.maxeig.general
: calculate the maximal eigenpair for the general matrix.
eff.ini.seceig.tri
: calculate the next to maximal eigenpair for the tridiagonal matrix whose sums of each row should be 0.
eff.ini.seceig.general
: calculate the next to maximal eigenpair for the general conservative matrix.