-
Power method(iterative) is used to find the value of the
numerically largest Eigen value for a particular matrix A
-
this is done my choosing V0 as our initial
estimate of the Eigen vector and finding V1 by
the equation
V1 = AV0
-
at every step make the largest value inside the column matrix V
equal to one before multiplying it with A to get the next
estimate of the Eigen vector
-
this process is repeated till the solution converges (i.e.) the
vectors obtained from the previous iteration and the present
iteration are equal or if the difference is within tolerance
-
the value that was taken out of the column matrix to make the
numerically largest value within the matrix equal to one, gives
the maximum Eigen value of matrix A