Re: [R] Fast way to compute largest eigenvector

From: Ravi Varadhan <rvaradhan_at_jhmi.edu>
Date: Sat, 12 Jun 2010 19:38:12 -0400

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

> 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
>
> --
> Living on Earth may be expensive, but it includes an annual free trip
> around the Sun.
>
> ______________________________________________
> R-help_at_r-project.org mailing list
>
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Sat 12 Jun 2010 - 23:41:04 GMT

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