[R] Fast way to compute largest eigenvector
rvaradhan at jhmi.edu
Sun Jun 13 01:38:12 CEST 2010
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 Varadhan, Ph.D.
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
> corresponding to the largest/smallest eigenvalue of an arbitrary real
> 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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