[R] Fast way to compute largest eigenvector

[Ravi Varadhan]

You can use the power method for computing the dominant eigenvector.  A more sophisticated approach (for large matrices) is the Lancsoz algorithm for Hermitian matrices, which is based on the power method.  The `arpack' function in the "igraph" package uses the more general Arnoldi iteration, which is the generailzation of Lancsoz algorithm for non-Hermitian matrices.

Ravi.

____________________________________________________________________

Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology
School of Medicine
Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan at jhmi.edu


----- Original Message -----
From: MInh Tang <mhtang at cs.indiana.edu>
Date: Saturday, June 12, 2010 12:37 pm
Subject: [R] Fast way to compute largest eigenvector
To: r-help at stat.math.ethz.ch


> Hello all,
>  
>  I was wondering if there is a function in R that only computes the 
> eigenvector 
>  corresponding to the largest/smallest eigenvalue of an arbitrary real 
> matrix. 
>  
>  Thanks
>  Minh
>  
>  -- 
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>  around the Sun.
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