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4-3 Convergence speed of the power method
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In this video we show how you can
- Show that the Rayleigh quotients converge linearly to the dominant eigenvalue with convergence factor lambda_2/lambda_1
- Show that the convergence is still linear but has convergence factor (lambda_2/lambda_1)^2 for symmetric matrices
- Show that the requirement that |lambda_1| is strictly larger than |lambda_2| is essential
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4-3 Convergence speed of the power method
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4-5 Convergence speed of the power method
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