Extend power iteration to handle complex Hermitian input matrices #5925
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Describe your change:
This PR extends the standard version of the power iteration to handle complex Hermitian input matrices. The only algorithmic change for complex-valued matrices is that the (simplified) Rayleigh Quotient for finding the eigenvalue needs to use the conjugate transpose (x^H M x) rather than the regular transpose (x^T M x).
I also fixed a typo in the documentation ("eignevalue" -> "eigenvalue").
Checklist:
Fixes: #{$ISSUE_NO}
.