Skip to content

Code implementing the algorithms in "Lagrange Multipliers and Rayleigh Quotient Iteration in Constrained Type Equations". We extend Rayleigh Quotient method to constraint type equations, proposed new Rayleigh-Chebyshev algorithm. This set up covers almost all instances of Rayleigh quotient in the literature.

Notifications You must be signed in to change notification settings

dnguyend/lagrange_

Repository files navigation

Author: Du Nguyen

This project contains supporting codes for an older version of the paper Lagrange Multipliers and Rayleigh Quotient Iteration in Constrained Type Equations.

A new version is coming out - stay tuned.

To run clone the project as a subfolder of some folder folder (say ). You will see a folder /lagrange_rayleigh. Add to your PYTHONPATH and then run the codes in /lagrange_rayleigh/test/ Python 3 but should be mostly compatible with python 2.7 Require numpy and scipy

We show an example where the method here provide an improvement to the eigen-tensor problem by 30% for the real case. We also show it leads to an algorithm to compute all complex eigenpairs (counted by Cartwright-Sturmfels formula): https://www.sciencedirect.com/science/article/pii/S0024379511004629

The matlab code for the eigentensor algorithm can be found in the matlab folder. The other notebooks demonstrating this algorithm can be found here - to run online on Google colab you can click on the link: Eigentensor Open In Colab

Nonlinear Eigenvalue: Open In Colab

Eigenvector: Open In Colab

Two Left Inverses: show that we can use one left inverse for lambda and another for projection. [![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg (https://colab.research.google.com/github/dnguyend/lagrange_rayleigh/blob/master/TwoLeftInverses.ipynb)

About

Code implementing the algorithms in "Lagrange Multipliers and Rayleigh Quotient Iteration in Constrained Type Equations". We extend Rayleigh Quotient method to constraint type equations, proposed new Rayleigh-Chebyshev algorithm. This set up covers almost all instances of Rayleigh quotient in the literature.

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published