Inverse Power Method

版本 1.0.0 (1.1 KB) 作者: Milind Amga

This method is used to find the smallest Eigen value in modulus of the given matrix by employing power method to the inverse matrix A^(-1).

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更新时间 2021/9/21

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If the given matrix A is non – singular then the Eigen values of A −1 are just the reciprocal of the Eigen values of A and conversely.

Thus if λ not equal to 0 is an Eigen value of a matrix A then 1/λ is the Eigen Value of the matrix A^(−1) . The dominant Eigen value of the matrix A^(−1) is the smallest Eigen value of A, thus the inverse power method is used to find the smallest Eigen value in modulus of the given matrix by employing power method to the inverse matrix A^(−1).

引用格式

Milind Amga (2024). Inverse Power Method (https://www.mathworks.com/matlabcentral/fileexchange/99599-inverse-power-method), MATLAB Central File Exchange. 检索来源 2024/9/1.