power_iteration3

Function power_iteration3 

Source
pub fn power_iteration3(
    a: ArrayView2<'_, f64>,
    x: &mut Array1<f64>,
    options: &Options,
) -> (f64, usize)
Expand description

Computes the dominant eigenvector of the given matrix a using a modified power iteration algorithm.

This function is similar to the power_iteration and power_iteration2 functions, but uses a different normalization approach. It normalizes the eigenvector by its L2 norm, and also checks for very large values in the eigenvector to prevent numerical overflow.

The function takes the matrix a, an initial guess for the eigenvector x, and a set of options controlling the algorithm’s behavior. It returns the dominant eigenvalue and the number of iterations performed.