Power method
The power method is a iterative approximative method for calculating the eigenvectors of a matrix.
The method is mostly used for calculating the eigenvector of the largest eigenvalue for large matrices. Google does for instance use it to calculate the page rank of documents in their search engine[1].
See also
- Eigenvalue algorithm which describes the algorithm in more detail
External links
- Power method on www.math.buffalo.edu.
- Power method on www.math.gatech.edu
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