num::power_iteration

Defined in header <linear/eigen/power.hpp>

power_result power_iteration(const mat<real> &A, real tol = 1e-10, idx max_iter = 1000);

Power iteration -- finds the eigenvalue largest in absolute value.

Parameters

• A: Square matrix (need not be symmetric)
• tol: Tolerance on eigenvalue change between iterations
• max_iter: Maximum iterations