Efficient initials for computing maximal eigenpair (Q335562): Difference between revisions

Efficient initials for an inverse iteration established algorithm for computing the maximal eigenpair of a class of real matrices are proposed. The initials introduced here avoid the collapse of the algorithm and are proven to be very efficient. These initials are based on analytic estimates of the maximal eigenvalue and a mimic of its eigenvector and are used by the authors in the study of stochastic stability speed. The same problem for computing the next to the maximal eigenpair is also studied and representative numerical examples are used to illustrate the effectiveness of the algorithms.