Template Function proxsuite::proxqp::dense::estimate_minimal_eigen_value_of_symmetric_matrix

• Defined in File helpers.hpp

Function Documentation

template<typename T, typename MatIn>
T proxsuite::proxqp::dense::estimate_minimal_eigen_value_of_symmetric_matrix(const Eigen::MatrixBase<MatIn> &H, EigenValueEstimateMethodOption estimate_method_option, T power_iteration_accuracy, isize nb_power_iteration)

Estimate minimal eigenvalue of a symmetric Matrix

Parameters:

• H – symmetric matrix.

• EigenValueEstimateMethodOption –

• power_iteration_accuracy – power iteration algorithm accuracy tracked

• nb_power_iteration – maximal number of power iteration executed