The power method, also called power iteration, is an iterative procedure for approximating a dominant eigenvalue and corresponding eigenvector
of a square real matrix 
. Starting with a nonzero vector 
, it forms
 |
If 
has a unique eigenvalue 
of largest absolute
value and 
has a nonzero component along a corresponding eigenvector,
then the iterates converge in that direction. The convergence factor is typically
, where 
is an eigenvalue of
second-largest absolute value. The dominant eigenvalue
can be estimated from the ratio
 |
