rayleigh.m

实现兰乔斯迭代

function [lamada,Q]=Rayleigh(A,kMax,err)
[m,n]=size(A);
v0=rand(m,1);
v0=v0/norm(v0);
lamada=v0'*A*v0;
I=eye(m,n);
for k=1:kMax
    w=A-lamada*I\v0;
    v0=w/norm(w);
    lamada=v0'*A*v0;
end
Q=v0;