The Eigenvalue Power Method Algorithm in Matlab

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This video shows how to implement the eigenvalue power method algorithm in Matlab. The script that's examined shows a plot of the matrix eigenvalue and eigenvector estimate as a function of algorithm iteration and how the estimated values converge to the true values of the matrix.

Different experiments are performed with different initial guesses for the algorithm and with matrices with different eigenvalues. As expected, as the difference between eigenvalues becomes smaller, the algorithm takes longer to converge.

A similar problem was considered/solved analytically in my video:

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Great Lecture .. Could you please share the code ?

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