I am interested in a fast way to get the dominant eigenvalue/eigenvector of
a matrix. The function eigs looked promising. However the following call to
eigs produces non-deterministic (at and any rate wrong) results (on both
0.3.0-rc3 and current release).
T = [.90 .05 .05;
.80 .10 .10;
.70 .10 .20]'
v = collect(eigs(T,nev=1,which = :LR)[2])
v/sum(v)
u = real(eig(T)[1])
u/sum(u)
print(u-v)
So two questions:
(1) Does anyone see what I am doing wrong or should I file an issue?
(2) For now I will stick with eigs, but I wonder if anyone can recommend an
existing performant way to get what I want?
