Power Method and Sequences, Estimating Eigenvalues and Eigenvectors, Convergence - Linear Algebra

22 hours ago
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Science Education linear algebra eigenvalues and eigenvectors power method to find eigenvalues and eigenvectors power method eigenvalue and eigenvector using power method power method to find least and largest eigenvalues eigenvalues power method for smallest eigenvalue eigenvalues and eigenvectors theorems

This video explains the power method (an iterative method for approximating dominant eigenvalues and eigenvectors), including definition, geometric interpretation of each iteration, Euclidean and maximum entry scaling, worked examples, rate of convergence and stopping condition.

0:00 Power method, definition
6:19 Geometric interpretation
11:28 Power method with Euclidean scaling, and example
17:32 Power method with maximum entry scaling, and example
27:13 Rate of convergence
29:37 Stopping condition

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