Power iteration to find max/min eigenvalue/vector

This is an c-mex function to find the max/min eigenvalue/vector.
6K Downloads
Aktualisiert 6. Jul 2005

Keine Lizenz

This is the power iteration method to find the maximum eigenvalue/eigenvector a n-by-n matrix. This method doesn't require the matrix to be Hermitian for the maximum eigenvalue/eigenvecor.
But it DOES require the matrix to be Hermitian for the minimum eigenvalue/vector. This approximation method may be improved by setting a tolerance (currently the iteration is controlled by the number of iterations, MAX).

Example: c = [1 0.5 0.2;0.5 1 0.5; 0.2 0.5 1];
then [u,v] = mPowerEig(c,0) is to find the largest eigenvalue/vector
and [u,v] = mPowerEig(c,1) is to find the minimum eigenvalue/vector

Reference: G.H. Golub, C.F. Van Load, "Matrix Computation"

Zitieren als

Steven Huang (2024). Power iteration to find max/min eigenvalue/vector (https://www.mathworks.com/matlabcentral/fileexchange/7978-power-iteration-to-find-max-min-eigenvalue-vector), MATLAB Central File Exchange. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R13
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
Kategorien
Mehr zu Linear Algebra finden Sie in Help Center und MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Veröffentlicht Versionshinweise
1.0.0.0