Simple power method iteration
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I have a matrix A, and want to implement a simple power method iteration to find the largest eigenvalue in modulus. After doing this, I want to find the smallest (most negative) eigenpair of A, and here I think I need the Inverse power method with a shift. I know eig(A) works just fine, but I want to know how to do this using the power method iteration. Thanks!
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Accepted Answer
Andrew Newell
on 30 Mar 2011
The power method is implemented in MATLAB here. They point out that a naive version of this algorithm will not work well under some circumstances.
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