eigendecomposition

Power method - deflation

Power 迭代法目錄: 基本概念 Power iteration; inverse power method; shifted inver power method 找第二大的 eigenvalue deflation Rayleigh Quotient 迭代及其收斂性 Power method with Rayleigh Quotient Deflation 對一方陣 $A$, 假設我們以 power iteration 找到了一組 eigenvalue/eigenvector, $\lambda$ and $v$, 使得 $Av = \lambda v$. 那