Global algorithms for maximal eigenpair

Abstract

This paper is a continuation of our previous work [Front. Math. China, 2016, 11(6): 1379–1418] 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 mainly 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.

Keywords

Maximal eigenpair / shifted inverse iteration / global algorithm

References

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Higher Education Press and Springer-Verlag GmbH Germany