Eigenpair closest to mu

Given an n×nn \times n matrix AA, find the eigenpair (eigenvalue and associated eigenvector) of AA with the eigenvalue closest to μ\mu.

Parameters

  • nn: dimension of matrix

Filters

Computational Model

Randomization

Approximation

Algorithms Table

Displaying 4 of 4 algorithms

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Homotopy method1992O(n2)O(n^2)O(n2)O(n^2)
LOBPCG algorithm1948O(n2)O(n^2)O(n)O(n)
Folded spectrum method1934O(n2)O(n^2)O(n)O(n)
Inverse iteration1921O(n2)O(n^2)O(n2)O(n^2)

Reductions Table

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Other relevant algorithms

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