| [lambda,V]=invpow(A,X,alpha,epsilon,max1) |
function [lambda,V]=invpow(A,X,alpha,epsilon,max1)
%Input - A is an nxn matrix
% - X is the nx1 starting vector
% - alpha is the given shift
% - epsilon is the tolerance
% - max1 is the maximum number of iterations
%Output - lambda is the dominant eigenvalue
% - V is the dominant eigenvector
% NUMERICAL METHODS: MATLAB Programs
%(c) 1999 by John H. Mathews and Kurtis D. Fink
%To accompany the textbook:
%NUMERICAL METHODS Using MATLAB,
%by John H. Mathews and Kurtis D. Fink
%ISBN 0-13-270042-5, (c) 1999
%PRENTICE HALL, INC.
%Upper Saddle River, NJ 07458
%Initialize the matrix A-alphaI and parameters
[n n]=size(A);
A=A-alpha*eye(n);
lambda=0;
cnt=0;
err=1;
state=1;
while ((cnt<=max1)&(state==1))
%Solve system AY=X
Y=A\X;
%Normalize Y
[m j]=max(abs(Y));
c1=m;
dc=abs(lambda-c1);
Y=(1/c1)*Y;
%Update X and lambda and check for convergence
dv=norm(X-Y);
err=max(dc,dv);
X=Y;
lambda=c1;
state=0;
if (err>epsilon)
state=1;
end
cnt=cnt+1;
end
lambda=alpha+1/c1;
V=X;
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