| 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 \delta_k for given vector v and matrix Q.
ray.quot.tri: rayleigh quotient iteration algorithm to computing the maximal eigenpair of
tridiagonal matrix Q.
shift.inv.tri: shifted inverse iteration algorithm to computing the maximal eigenpair of
tridiagonal matrix Q.
ray.quot.seceig.tri: rayleigh quotient iteration algorithm to computing the next to
maximal eigenpair of tridiagonal matrix Q.
ray.quot.general: rayleigh quotient iteration algorithm to computing the maximal eigenpair of
general matrix A.
ray.quot.seceig.general: rayleigh quotient iteration algorithm to computing the next to maximal eigenpair of
general matrix A.
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.