Eigenpair closest to mu: Difference between revisions
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Latest revision as of 09:08, 28 April 2023
Description
Given an $n \times n$ matrix $A$, find the eigenpair (eigenvalue and associated eigenvector) of $A$ with the eigenvalue closest to $\mu$.
Related Problems
Generalizations: Any Eigenpair
Related: All Eigenvalues, Any Eigenvalue, All Eigenpairs, Eigenpair with the Largest Eigenvalue
Parameters
$n$: dimension of matrix
Table of Algorithms
| Name | Year | Time | Space | Approximation Factor | Model | Reference |
|---|---|---|---|---|---|---|
| Inverse iteration | 1921 | $O(n^{2})$ | $O(n^{2})$ | Exact | Deterministic | Time |
| LOBPCG algorithm | 1948 | $O(n^{2})$ | $O(n)$? | Exact | Deterministic | |
| Homotopy method | 1992 | $O(n^{2})$ | $O(n^{2})$?? | Exact | Deterministic | Time |
| Folded spectrum method | 1934 | $O(n^{2})$ | $O(n)$? | Exact | Deterministic | Time |
Time Complexity Graph
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