breeze/breeze.optimize.linear/PowerMethod

PowerMethod

class PowerMethod(maxIters: Int, tolerance: Double) extends SerializableLogging

Power Method to compute maximum eigen value and companion object to compute minimum eigen value through inverse power iterations

Companion
object
trait Serializable
class Object
trait Matchable
class Any

Type members

Classlikes

case class State

Value members

Concrete methods

def eigen(A: BDM, y: BDV): Double
def initialState(n: Int): State
def iterations(A: BDM, y: BDV): Iterator[State]
def iterations(A: BDM, y: BDV, initialState: State): Iterator[State]
def nextEigen(eigenVector: BDV, ay: BDV): Double
def normalize(ynorm: BDV, y: BDV): DenseVector[Double]
def reset(A: BDM, y: BDV, init: State): State

Inherited methods

protected def logger: LazyLogger
Inherited from
SerializableLogging