R help - Jun 2010 - Fast way to compute largest eigenvector

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.

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


----- 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.
>  
>  ______________________________________________
>  R-help at r-project.org mailing list
>  
>  PLEASE do read the posting guide 
>  and provide commented, minimal, self-contained, reproducible code.