Overview
Power iteration converges toward the eigenvector associated with the largest-magnitude eigenvalue when the dominant direction is sufficiently separated.
Approximates the dominant eigenvector by repeatedly multiplying by a matrix.
Compact metadata for implementation and discovery.
Power iteration converges toward the eigenvector associated with the largest-magnitude eigenvalue when the dominant direction is sufficiently separated.
Quick facts
Runtime and memory behavior at a glance.
Best
O(n^2)
Average
O(iterations * n^2)
Worst
O(iterations * n^2)
Space
O(n)
x_next = A x / ||A x||Repeatedly normalizes matrix-vector products to approach the dominant eigenvector.
Show the numeric approximation improving against the target function, matrix, or state.
Power iteration converges best when the dominant eigenvalue is well separated from the others.
What each reference supports for this entry.
Reference text for numerical linear algebra, matrix factorizations, SVD, and eigenvalue methods.
Open sourceGood next jumps from the relationship graph, ranked for useful discovery.
Power iteration estimates the dominant eigenvalue and eigenvector.