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Power Method and Rayleigh Quotient for Eigenvector/Eigenvalue Approximation

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Information

This curriculum module explains how the power method (otherwise known as power iteration) works with the help of an interactive MATLAB® live script. The algorithm is analyzed step-by-step with output display, proper visualization, reflection questions and practice problems. Power iteration is then investigated and compared with the MATLAB eig function and the characteristic polynomial method in terms of performance. The script can be used by professors teaching (numerical) linear algebra or students that want to explore and understand how the algorithm works.

Prerequisites

The module requires a basic understanding of matrix operations, eigenvalues/eigenvectors, characteristic polynomial and diagonalization.

Minimal fluency with MATLAB is required. If you want to improve your MATLAB knowledge, MATLAB Onramp is a free two-hour introductory tutorial that teaches the essentials of MATLAB.

Setup

To Run:

  1. Download the Power_Iteration.mlx file
  2. Open the file using MATLAB

MathWorks Products (https://www.mathworks.com)

License

The license is available in the License.txt file in this GitHub repository.

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Numerical linear algebra script to introduce power iteration

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