Numerical linear algebra

Power iteration

In mathematics, power iteration (also known as the power method) is an eigenvalue algorithm: given a diagonalizable matrix , the algorithm will produce a number , which is the greatest (in absolute value) eigenvalue of , and a nonzero vector , which is a corresponding eigenvector of , that is, .The algorithm is also known as the Von Mises iteration. Power iteration is a very simple algorithm, but it may converge slowly. The most time-consuming operation of the algorithm is the multiplication of matrix by a vector, so it is effective for a very large sparse matrix with appropriate implementation. (Wikipedia).

Power iteration
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Rayleigh quotient iteration | Spectral radius | Krylov subspace | LOBPCG | Almost surely | Mathematics | Rayleigh quotient | Recurrence relation | Matrix-free methods | PageRank | Condition number | Matrix (mathematics) | Eigenvalue algorithm | Arnoldi iteration | Sparse matrix | Inverse iteration | Computational problem