Power iteration in Matlab.
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How can I implement the power iteration method in matlab? I have a vector, v and a matrix, G, I need to multiply them together using the answer in the previous iterate continuously until it converges to a constant vector. So about 20-30 iterations will need to be done.
v = 0.2669 0.1413 0.3570 0.3836 0.5105 0.6112
G =
0.1667 0.1667 0.1667 0.1667 0.1667 0.1667
0.8750 0.0250 0.0250 0.0250 0.0250 0.0250
0.8750 0.0250 0.0250 0.0250 0.0250 0.0250
0.3083 0.5917 0.0250 0.0250 0.0250 0.0250
0.8750 0.0250 0.0250 0.0250 0.0250 0.0250
0.3083 0.3083 0.3083 0.0250 0.0250 0.0250
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Walter Roberson
2016년 2월 10일
r = v;
for K = 1 : 30
r = r * G;
end
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Torsten
2016년 2월 11일
Note that the vector r in the power iteration method must be normalized in each step:
r = r/norm(r);
Best wishes
Torsten.
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