Simple power method iteration

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sucheta
sucheta on 30 Mar 2011
Commented: Farudi on 27 Feb 2014
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!

Accepted Answer

Andrew Newell
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.
  2 Comments
sucheta
sucheta on 31 Mar 2011
Thanks Andrew, I did look at that code but it seems far more complicated. I figured out a simpler code for the iteration. Thanks anyways!
Farudi
Farudi on 27 Feb 2014
hi sucheta, can you give me the simpler code that you made?? thanks before :)

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