Matlab
diary. Illustrates power method, use of error ratios to estimate second
largest eigenvalue, and shifted inverse power method for quick eigenvector
estimation given a good eigenvalue estimate. (1/18/98)
Matlab
support code: generate eigenvalue estimate from v and A*v
using
Rayleigh quotient.
Matlab
code using basic power method. Performs limited iterations in each
call to PM, restarts from last values produced, and records eigenvalue
estimates, error estimates, and error ratios at each step to generate a
detailed record of powermethod iterations.