Template Function proxsuite::proxqp::sparse::estimate_minimal_eigen_value_of_symmetric_matrix

• Defined in File helpers.hpp

Function Documentation

template<typename T, typename I>
T proxsuite::proxqp::sparse::estimate_minimal_eigen_value_of_symmetric_matrix(SparseMat<T, I> &H, T power_iteration_accuracy, isize nb_power_iteration)

Estimate minimal eigenvalue of a symmetric Matrix via power iteration

Parameters:

• H – symmetric matrix.

• power_iteration_accuracy – power iteration algorithm accuracy tracked

• nb_power_iteration – maximal number of power iteration executed