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Power iteration to find max/min eigenvalue/vector

version 1.0.0.0 (1.57 KB) by Steven Huang
This is an c-mex function to find the max/min eigenvalue/vector.

6K Downloads

Updated 06 Jul 2005

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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"

Cite As

Steven Huang (2022). Power iteration to find max/min eigenvalue/vector (https://www.mathworks.com/matlabcentral/fileexchange/7978-power-iteration-to-find-max-min-eigenvalue-vector), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13
Compatible with any release
Platform Compatibility
Windows macOS Linux
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