Global algorithms for maximal eigenpair
Probability
2017-06-26 v1 Numerical Analysis
Optimization and Control
Spectral Theory
Statistics Theory
Statistics Theory
Abstract
This paper is a continuation of \ct{cmf16} where an efficient algorithm for computing the maximal eigenpair was introduced first for tridiagonal matrices and then extended to the irreducible matrices with nonnegative off-diagonal elements. This paper introduces two global algorithms for computing the maximal eigenpair in a rather general setup, including even a class of real (with some negative off-diagonal elements) or complex matrices.
Cite
@article{arxiv.1706.07584,
title = {Global algorithms for maximal eigenpair},
author = {Mu-Fa Chen},
journal= {arXiv preprint arXiv:1706.07584},
year = {2017}
}
Comments
20 pages