How can I implement the power iteration method in matlab? I have a vector, v and a matrix, G, I need to multiply them together using the answer in the previous iterate continuously until it converges to a constant vector. So about 20-30 iterations will need to be done.
v = 0.2669 0.1413 0.3570 0.3836 0.5105 0.6112
G =
0.1667 0.1667 0.1667 0.1667 0.1667 0.1667
0.8750 0.0250 0.0250 0.0250 0.0250 0.0250
0.8750 0.0250 0.0250 0.0250 0.0250 0.0250
0.3083 0.5917 0.0250 0.0250 0.0250 0.0250
0.8750 0.0250 0.0250 0.0250 0.0250 0.0250
0.3083 0.3083 0.3083 0.0250 0.0250 0.0250

 Risposta accettata

Walter Roberson
Walter Roberson il 10 Feb 2016
r = v;
for K = 1 : 30
r = r * G;
end

1 Commento

Note that the vector r in the power iteration method must be normalized in each step:
r = r/norm(r);
Best wishes
Torsten.

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