Global algorithms for maximal eigenpair

DOI10.1007/S11464-017-0658-8MaRDI QIDQ1690469zbMATH OpenOpenAlexFDO

Authors Mu-Fa Chen

Publication date 19 January 2018

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.07584

zbMATH Keywords

global algorithmirreducible matricesmaximal eigenpairnumerical experimentsRayleigh quotient iterationshifted inverse iteration

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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.

Review text

The author extends the results from his previous paper on efficient algorithms for computing the maximal eigenpair of irreducible matrices with nonnegative off-diagonal elements. Two algorithms are proposed in this respect: the first one is based on (specific) Rayleigh quotient iteration and the second one on shifted inverse iteration. Numerical experiments and comparisons with previous methods are also provided.

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Cites work

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Cited in

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• Trilogy on computing maximal eigenpair
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• Efficient algorithm for principal eigenpair of discrete \(p\)-Laplacian
• Computing top eigenpairs of Hermitizable matrix
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