[R] Fast way to compute largest eigenvector

Ravi Varadhan 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.
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
>  -- 
>  Living on Earth may be expensive, but it includes an annual free trip
>  around the Sun.
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>  R-help at r-project.org mailing list
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>  and provide commented, minimal, self-contained, reproducible code.

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