@saehrimnir/druidjs / simultaneous_poweriteration

Function: simultaneous_poweriteration()

function simultaneous_poweriteration(
   A: Matrix, 
   k?: number, 
   parameters?: EigenArgs): {
  eigenvalues: Float64Array;
  eigenvectors: Float64Array<ArrayBufferLike>[];
};

Defined in: linear_algebra/simultaneous_poweriteration.js:19

Computes the k biggest Eigenvectors and Eigenvalues from Matrix A with the QR-Algorithm.

Parameters

Parameter	Type	Default value	Description
A	Matrix	undefined	The Matrix
k	number	2	The number of eigenvectors and eigenvalues to compute.
parameters	EigenArgs	{}	Object containing parameterization of the simultanious poweriteration method.

Returns

{
  eigenvalues: Float64Array;
  eigenvectors: Float64Array<ArrayBufferLike>[];
}

The k biggest eigenvectors and eigenvalues of Matrix A.

Name	Type	Defined in
eigenvalues	Float64Array	linear_algebra/simultaneous_poweriteration.js:16
eigenvectors	Float64Array<ArrayBufferLike>[]	linear_algebra/simultaneous_poweriteration.js:16