power_method, a C code which carries out the power method.
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 computer code and data files described and made available on this web page are 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.
TEST_EIGEN, a C code which implements test matrices for eigenvalue analysis.
TEST_MAT, a C code which defines test matrices.