[eigen] finding dominant eigenvalue/vector : is Power Iteration the best method?

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Does anyone know of a faster way of getting a decent (e.g. RMSE<1e-4) estimate of the single most dominant eigenvalue and a vector in its eigenspace?


Other may converge with faster "big O" complexity per iteration (Inverse Iteration, Rayleigh quotient iteration) , but they often require inverting the matrix or solving a system per iteration, which seems to inflate the cost per iteration considerably compared to a simple matrix-by-vector multiply and normalization.

-- Mark

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