From: Bruno Luong on
Does anyone know how I can obtain the right-most eigenvalue/vector (largest real eigenvalue) of a quadratic eigenvalue problem (QEP)? POLYEIG returns all the eigenvalues but I need only one. Additional information is that my QEP is monic.

Bruno
From: Charlie D. on
"Bruno Luong" <b.luong(a)fogale.findmycountry> wrote in message <hafvnh$dm4$1(a)fred.mathworks.com>...
> Does anyone know how I can obtain the right-most eigenvalue/vector (largest real eigenvalue) of a quadratic eigenvalue problem (QEP)? POLYEIG returns all the eigenvalues but I need only one. Additional information is that my QEP is monic.
>
> Bruno

I'm not really familiar with QEP, so I don't know if my suggestion is helpful but I'll offer it for what its worth: maybe the NIPALS algorithm or alternating least squares could be used/adapted for your purpose?