The POSDeigvLargest.xlsx Model

Find the largest eigenvalue of a symmetric matrix

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Find the largest eigenvalue of a symmetric matrix;
Obs 1: A positive definite matrix has all positive eigenvalues.
Obs 2: Negating a matrix negates its eigenvalues.
Obs 3: Adding a constant d to the diagonal increases all eigenvalue by d.

Keywords:

Positive Definite | Eigenvalue | SDP |