Power iteration to find max/min eigenvalue/vector

版本 1.0.0.0 (1.6 KB) 作者: Steven Huang
This is an c-mex function to find the max/min eigenvalue/vector.
6.0K 次下载
更新时间 2005/7/6

无许可证

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"

引用格式

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. 检索时间: .

MATLAB 版本兼容性
创建方式 R13
兼容任何版本
平台兼容性
Windows macOS Linux
类别
Help CenterMATLAB Answers 中查找有关 Linear Algebra 的更多信息

Community Treasure Hunt

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

Start Hunting!
版本 已发布 发行说明
1.0.0.0