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sreantoday at 11:23 AM1 replyview on HN

Consider a diagonalizable matrix A. For example, a real symmetric matrix. Start with any vector b and keep multiplying it with A.

    A A A ... A b
The vector that the result will converge to is a scaled version of one of the eigenvectors of the matrix A.

But which one ? The one with the largest eigenvalue among all eigenvectors not orthogonal to b.

https://en.wikipedia.org/wiki/Power_iteration


Replies

Sharlintoday at 2:31 PM

Ah… that "diagonalizable" is doing some heavy lifting there! I was wondering how exactly you’re going to make, say, a rotation matrix to converge anything to anything that’s not already an eigenvector. And rotation matrices certainly aren’t degenerate! Though apparently non-diagonalizable matrices can be called defective which is such a dismissive term :( Poor rotation matrices, why are they dissed so?!

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