power_method, a Fortran77 code which carries out the power method, which seeks the dominant eigenvalue and corresponding eigenvector of a matrix.
The power method seeks to determine the eigenvalue of maximum modulus, and a corresponding eigenvector.
The power method will not perform as expected if, corresponding to the maximum modulus, there are complex eigenvalues, or a pair of real eigenvalues of opposite sign. The power method's behavior can break down or be very slow initially if the starting vector has a zero or very small component in the eigenspace corresponding to the maximal eigenvalue.
The information on this web page is distributed under the MIT license.
power_method is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
arpack, a Fortran90 library which computes eigenvalues for large matrices;
eispack a Fortran77 library which carries out eigenvalue computations; superseded by LAPACK;
test_eigen, a Fortran77 library which implements test matrices for eigenvalue analysis.
test_matrix, a Fortran77 library which defines test matrices.
toms343,
a Fortran77 library which
computes the eigenvalues and
eigenvectors of a general real matrix;
this is a Fortran77 version of ACM TOMS algorithm 343.
toms384,
a Fortran77 library which
computes the eigenvalues and eigenvectors
of a symmetric matrix;
this is a Fortran77 version of ACM TOMS algorithm 384.