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spectral_radius.h
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1 /*
2  * Copyright 2008-2014 NVIDIA Corporation
3  *
4  * Licensed under the Apache License, Version 2.0 (the "License");
5  * you may not use this file except in compliance with the License.
6  * You may obtain a copy of the License at
7  *
8  * http://www.apache.org/licenses/LICENSE-2.0
9  *
10  * Unless required by applicable law or agreed to in writing, software
11  * distributed under the License is distributed on an "AS IS" BASIS,
12  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13  * See the License for the specific language governing permissions and
14  * limitations under the License.
15  */
16 
21 #pragma once
22 
23 #include <cusp/detail/config.h>
24 
25 #include <cstddef>
26 
27 namespace cusp
28 {
29 namespace eigen
30 {
31 
78 template <typename MatrixType>
79 double disks_spectral_radius(const MatrixType& A);
80 
121 template <typename MatrixType>
122 double estimate_rho_Dinv_A(const MatrixType& A);
123 
164 template <typename MatrixType>
165 double estimate_spectral_radius(const MatrixType& A, size_t k = 20);
166 
207 template <typename MatrixType>
208 double ritz_spectral_radius(const MatrixType& A, size_t k = 10, bool symmetric=false);
209 
213 } // end namespace eigen
214 } // end namespace cusp
215 
216 #include <cusp/eigen/detail/spectral_radius.inl>
double estimate_spectral_radius(const MatrixType &A, size_t k=20)
Approximate spectral radius of A using Lanczos.
double estimate_rho_Dinv_A(const MatrixType &A)
Approximate spectral radius of (D^-1)A.
double ritz_spectral_radius(const MatrixType &A, size_t k=10, bool symmetric=false)
Approximate spectral radius of A using Lanczos or Arnoldi.
double disks_spectral_radius(const MatrixType &A)
Uses Gershgorin disks to approximate spectral radius.