Iterative method for the dominant eigenpair. Starting from a generic x_0, the normalized iterate Ax_k/‖Ax_k‖ converges to the top eigenvector at geometric rate |λ_2/λ_1|. Rayleigh quotient estimates λ_1. Backbone of Google's original…
Iterative method for the dominant eigenpair. Starting from a generic x_0, the normalized iterate Ax_k/‖Ax_k‖ converges to the top eigenvector at geometric rate |λ_2/λ_1|. Rayleigh quotient estimates λ_1. Backbone of Google's original…