Estimating an Eigenvector by the Power Method with a Random Start

DOI10.1137/S0895479895296689MaRDI QIDQ4377492zbMATH OpenFDO

Authors Gianna M. Del Corso

Publication date 9 February 1998

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0895479895296689

zbMATH Keywords

convergencenumerical exampleseigenvectorslargest eigenvaluespower methodrandom startrandomized error

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

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Cited in

(7)

• The power method and beyond
• On the randomized error of polynomial methods for eigenvector and eigenvalue estimates
• Estimating a largest eigenvector by Lanczos and polynomial algorithms with a random start
• Gershgorin disks for multiple eigenvalues of non-negative matrices
• Distributed optimization of finite condition number for Laplacian matrix in multi-agent systems
• Wave scattering from a rough surface: solution by an iterative method
• Randomized error estimation for eigenvalue approximation

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