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Unformatted text preview: A . (If this is too analytic for your taste, then change to the basis { v 1 , v 2 , . . . , v n } . Under this basis A has coordinates = diag( 1 , 2 , . . . , n ), and k y e 1 as long as y (1) 6 = 0.) The power method consists of scaling iteration (2) to avoid underow or overow, and guring out when to stop. We solve both problems by approximating 1 at each step. The code below (if it terminates) gives a small backward error (i.e. gives an eigenpair for a matrix close to A ). i = argmax(  x  ) x = x/x ( i ) For k = 1 , 2 , . . . until done y = Ax i = argmax(  y  ) = y ( i ) r = yx , if k r k is small enough, then stop x = y/...
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This note was uploaded on 12/18/2010 for the course PHYS 5073 taught by Professor Mark during the Fall '10 term at Arkansas.
 Fall '10
 MARK
 Power

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