Simple power method iteration

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sucheta
sucheta 2011-3-30
评论： Farudi 2014-2-27
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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Andrew Newell
Andrew Newell 2011-3-30
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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sucheta
sucheta 2011-3-31
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 2014-2-27
hi sucheta, can you give me the simpler code that you made?? thanks before :)

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