Global algorithms for maximal eigenpair (Q1690469)
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scientific article; zbMATH DE number 6827753
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| English | Global algorithms for maximal eigenpair |
scientific article; zbMATH DE number 6827753 |
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Global algorithms for maximal eigenpair (English)
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19 January 2018
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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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maximal eigenpair
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shifted inverse iteration
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global algorithm
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irreducible matrices
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Rayleigh quotient iteration
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numerical experiments
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0.88909912109375
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0.8787632584571838
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0.8532960414886475
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0.8238266110420227
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