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@yixuan To obtain the left eigenvector, we need to first transpose the input matrix. We might be able to accelerate the iteration by using the eigenvalues obtained earlier which associates with the right eigenvectors. Do you think this is a good strategy?
It seems that the algorithm filters out the ill-conditioned eigenvalues. For example,
In LAPACK, eigenvalue condition numbers can also be obtained. For example, rconde, the reciprocals of the cosines of the angles between the left and right eigenvectors, in https://netlib.org/lapack/explore-html/d9/d8e/group__double_g_eeigen_ga4e35e1d4e9b63ba9eef4ba8aff3debae.html
This can be helpful to determine whether the eigenvalue is well-conditioned.
@yixuan To obtain the left eigenvector, we need to first transpose the input matrix. We might be able to accelerate the iteration by using the eigenvalues obtained earlier which associates with the right eigenvectors. Do you think this is a good strategy?
It seems that the algorithm filters out the ill-conditioned eigenvalues. For example,
It only found 1 but not 1e-6.
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