ray.quot.seceig.general {EfficientMaxEigenpair}

Rayleigh quotient iteration

Description

Rayleigh quotient iteration algorithm to computing the maximal eigenpair of matrix Q.

Usage

ray.quot.seceig.general(Q, mu, v0_tilde, zstart, digit.thresh = 6)

Arguments

Q

The input matrix to find the maximal eigenpair.

mu

A vector.

v0_tilde

The unnormalized initial vector \tilde{v0}.

zstart

The initial z_0 as an approximation of \rho(Q).

digit.thresh

The precise level of output results.

Value

A list of eigenpair object are returned, with components z, v and iter.

z

The approximating sequence of the maximal eigenvalue.

v

The approximating sequence of the corresponding eigenvector.

iter

The number of iterations.

Examples

Q = matrix(c(1, 1, 3, 2, 2, 2, 3, 1, 1), 3, 3)
ray.quot.seceig.general(Q, mu=rep(1,dim(Q)[1]), v0_tilde=rep(1,dim(Q)[1]), zstart=6,
 digit.thresh = 6)