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Power Iteration

Approximates the dominant eigenvector by repeatedly multiplying by a matrix.

Quick Facts

Compact metadata for implementation and discovery.

Category
Numerical Methods
Difficulty
Intermediate
Family
Eigenvalue Method
Tier
Core
Status
Verified
Review
Source Checked
Sources
1
Formulas
1
Relationships
3
Code example
Ready
Visualization
Ready

Overview

Power iteration converges toward the eigenvector associated with the largest-magnitude eigenvalue when the dominant direction is sufficiently separated.

Core Concepts

matrix-vector productnormalizationdominant eigenvalueiterative convergence

Quick facts

Complexity

Runtime and memory behavior at a glance.

Best

O(n^2)

Average

O(iterations * n^2)

Worst

O(iterations * n^2)

Space

O(n)

When to Use

  • Use when solving equations needs matrix-vector product.
  • Use when the input matches the assumptions behind eigenvalue Method.

When Not to Use

  • Avoid when the problem is ill-conditioned and no scaling or stability checks are available.
  • Avoid when a simpler algorithm gives the required result with less setup.

What It Does

  • Approximates the dominant eigenvector by repeatedly multiplying by a matrix
  • Uses matrix-vector product and normalization to guide the work.
  • Produces approximate numeric result.

Use Cases

  • Solving equations
  • Approximating integrals
  • Working with matrices and differential equations

Inputs

  • Numeric function, matrix, or sampled data
  • Initial estimate or discretization
  • Tolerance

Outputs

  • Approximate numeric result
  • Error estimate or residual

Key Formulas (1)

Power iteration

xnext = A x / ||A x||
x_next = A x / ||A x||

Repeatedly normalizes matrix-vector products to approach the dominant eigenvector.

Pseudocode

  1. 1.Prepare the inputs and state needed for Power Iteration.
  2. 2.Apply the matrix-vector product step while the stopping condition has not been met.
  3. 3.Update intermediate state and discard invalid candidates.
  4. 4.Return approximate numeric result.

Canonical Example

Input
Power Iteration input with a small representative case
Output
Approximate numeric result
Explanation
Power Iteration applies matrix-vector product to produce approximate numeric result.

Implementation Notes

  • Check convergence with residuals or estimated error, not iteration count alone.
  • Keep the matrix-vector product step separate enough to test independently.

Common Pitfalls

  • Ignoring conditioning and residuals can produce plausible-looking but wrong numeric answers.
  • Forgetting to check edge cases can make Power Iteration look correct on only ideal inputs.

Interactive Mechanism Walkthrough

Iterative Convergence & State Trajectory

Show the numeric approximation improving against the target function, matrix, or state.

Power Iteration mechanism walkthrough step 1 of 4x₀x₁x₂x*
Step 1 of 4: Prepare the inputs and state needed for Power Iteration.
numerical-methods-mechanism

Notes

Power iteration converges best when the dominant eigenvalue is well separated from the others.

Sources (1)

What each reference supports for this entry.

Matrix Computations

Book

Reference text for numerical linear algebra, matrix factorizations, SVD, and eigenvalue methods.

Open source

Explore Next

Good next jumps from the relationship graph, ranked for useful discovery.

Power iteration estimates the dominant eigenvalue and eigenvector.

Tags

Numerical MethodsLinear AlgebraIterative SolverEigenvalue