Dominant eigenvalue using the inverse power method

20 vues (au cours des 30 derniers jours)
Enzo Carzola
Enzo Carzola le 3 Mai 2014
Commenté : Geoff Hayes le 3 Mai 2014
I wrote the code for the inverse power method and the latter is giving me the least dominant eigenvalue. Here is my code
function [v,lamda] = IPM(B,tol)
tic;
A=inv(B);
n=size(A,1);
v=rand(n,1);
v=v/norm(v);
res=1;
while (res > tol)
W= A*v;
lamda=max(abs(W));
v= W/lamda;
res=norm(A*v-lamda*v);
toc
end
I want to invert it to get the dominant eigenvalue. Please help.
  1 commentaire
Geoff Hayes
Geoff Hayes le 3 Mai 2014
It is my understanding that the Power Method returns the dominant eigenvalue, and that the Inverse Power Method can be used to find the smallest (least dominant) eigenvalue OR it can be used to approximate an eigenvalue close to some number (which implies the least dominant eigenvalue if the chosen number is zero…which is the case in the above code).

Connectez-vous pour commenter.

Réponses (0)

Catégories

En savoir plus sur Linear Algebra dans Help Center et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by