power.cpp File Reference

Power iteration, inverse iteration, Rayleigh quotient iteration. More...

#include "linalg/eigen/power.hpp"
#include <cmath>
#include <stdexcept>

Go to the source code of this file.

Namespaces
namespace	num

Functions
PowerResult	num::power_iteration (const Matrix &A, real tol=1e-10, idx max_iter=1000, Backend backend=default_backend)
	Power iteration – finds the eigenvalue largest in absolute value.
PowerResult	num::inverse_iteration (const Matrix &A, real sigma, real tol=1e-10, idx max_iter=1000, Backend backend=default_backend)
	Inverse iteration – finds the eigenvalue closest to a shift sigma.
PowerResult	num::rayleigh_iteration (const Matrix &A, const Vector &x0, real tol=1e-10, idx max_iter=50, Backend backend=default_backend)
	Rayleigh quotient iteration – cubically convergent.

Detailed Description

Power iteration, inverse iteration, Rayleigh quotient iteration.

Definition in file power.cpp.