CUSP
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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
27namespace cusp
28{
29namespace eigen
30{
31
78template <typename MatrixType>
79double disks_spectral_radius(const MatrixType& A);
80
121template <typename MatrixType>
122double estimate_rho_Dinv_A(const MatrixType& A);
123
165template <typename MatrixType>
166double estimate_spectral_radius(const MatrixType& A, size_t k = 20);
167
210template <typename MatrixType>
211double ritz_spectral_radius(const MatrixType& A, size_t k = 10, bool symmetric=false);
212
216} // end namespace eigen
217} // end namespace cusp
218
219#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 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.
double estimate_rho_Dinv_A(const MatrixType &A)
Approximate spectral radius of (D^-1)A.