Science:Math Exam Resources/Courses/MATH307/April 2013/Question 03 (a)
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Question 03 (a)
Explain how to find the largest (in absolute value) eigenvalue of using the power method.
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Science:Math Exam Resources/Courses/MATH307/April 2013/Question 03 (a)/Hint 1
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Given: is a real symmetric matrix.
Assuming: The largest eigenvalue of is not repeated.
1) Take a random vector .
4) If is not close enough to (ignoring sign flips), go to 2) ('close enough' being REALLY close)
is now an approximation of the eigenvector of the largest eigenvalue
5) ( was normalized earlier).