power_method, a C++ code which carries out the power method to determine the eigenvalue of maximum modulus and a corresponding eigenvector for a given matrix.
The basic 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.
A second version of the power method is included which can handle the case of complex eigenvalues.
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.
test_eigen, a C++ code which implements test matrices for eigenvalue analysis.
test_matrix, a C++ code which defines test matrices.