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Power iteration to find max/min eigenvalue/vector


Steven Huang (view profile)


05 Jul 2005 (Updated )

This is an c-mex function to find the max/min eigenvalue/vector.

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This is the power iteration method to find the maximum eigenvalue/eigenvector a n-by-n matrix. This method doesn't require the matrix to be Hermitian for the maximum eigenvalue/eigenvecor.
But it DOES require the matrix to be Hermitian for the minimum eigenvalue/vector. This approximation method may be improved by setting a tolerance (currently the iteration is controlled by the number of iterations, MAX).

Example: c = [1 0.5 0.2;0.5 1 0.5; 0.2 0.5 1];
then [u,v] = mPowerEig(c,0) is to find the largest eigenvalue/vector
and [u,v] = mPowerEig(c,1) is to find the minimum eigenvalue/vector

Reference: G.H. Golub, C.F. Van Load, "Matrix Computation"

MATLAB release MATLAB 6.5 (R13)
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Comments and Ratings (7)
02 Feb 2015 Aidin

Aidin (view profile)

21 Apr 2013 peng kaizhi

looking at once

Comment only
12 Aug 2012 pong

pong (view profile)

04 May 2008 x z

Same here, failed for [1 0;0 2].

30 Oct 2007 salim kahveci  
17 Oct 2006 Mori Jamshidian

Tried to find the maximum eigenvalue of [1 0;0 2], and the program failed in Matlab 14.

16 Jul 2005 mah mir  

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