RayleighQuotient

java.lang.Object

org.drip.sample.matrix.RayleighQuotient

public class RayleighQuotient
extends java.lang.Object

RayleighQuotient demonstrates the Computation of an Approximate to the Eigenvalue using the Rayleigh Quotient. The References are:

Wikipedia - Power Iteration (2018): https://en.wikipedia.org/wiki/Power_iteration
Wikipedia - Rayleigh Quotient Iteration (2018): https://en.wikipedia.org/wiki/Rayleigh_quotient_iteration

Module = Computational Core Module
Library = Numerical Analysis Library
Project = DROP API Construction and Usage
Package = Cholesky Factorization, PCA, and Eigenization

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

RayleighQuotient()
Method Summary

Modifier and Type Method Description

static void main(java.lang.String[] argumentArray)
Entry Point

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- RayleighQuotient
  
  public RayleighQuotient()
Method Details
- main
  
  public static final void main(java.lang.String[] argumentArray) throws java.lang.Exception
  
  Entry Point
  
  Parameters:
  
  argumentArray - Command Line Argument Array
  
  Throws:
  
  java.lang.Exception - Thrown on Error/Exception Situation