Eigenpair closest to mu: Difference between revisions

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[[File:Eigenvalues (Iterative Methods) - Eigenpair closest to mu - Space.png|1000px]]
[[File:Eigenvalues (Iterative Methods) - Eigenpair closest to mu - Space.png|1000px]]


== Space-Time Tradeoff Improvements ==  
== Time-Space Tradeoff ==  


[[File:Eigenvalues (Iterative Methods) - Eigenpair closest to mu - Pareto Frontier.png|1000px]]
[[File:Eigenvalues (Iterative Methods) - Eigenpair closest to mu - Pareto Frontier.png|1000px]]

Revision as of 14:45, 15 February 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

No parameters found.

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

Eigenvalues (Iterative Methods) - Eigenpair closest to mu - Time.png

Space Complexity Graph

Eigenvalues (Iterative Methods) - Eigenpair closest to mu - Space.png

Time-Space Tradeoff

Eigenvalues (Iterative Methods) - Eigenpair closest to mu - Pareto Frontier.png