Power iteration

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In mathematics, the power iteration (also known as power method) is an eigenvalue algorithm: given a matrix , the algorithm will produce a number , which is the greatest (in absolute value) eigenvalue of , and a nonzero vector , the corresponding eigenvector of , such that . The algorithm is also known as the Von Mises iteration.[1]

The power iteration is a very simple algorithm, but it may converge slowly. It does not compute a matrix decomposition, and hence it can be used when is a very large sparse matrix[clarification needed].

The method[edit]

The power iteration algorithm starts with a vector , which may be an approximation to the dominant eigenvector or a random vector. The method is described by the recurrence relation

So, at every iteration, the vector is multiplied by the matrix and normalized.

If we assume has an eigenvalue that is strictly greater in magnitude than its other eigenvalues and the starting vector has a nonzero component in the direction of an eigenvector associated with the dominant eigenvalue, then a subsequence converges to an eigenvector associated with the dominant eigenvalue.

Without the two assumptions above, the sequence does not necessarily converge. In this sequence,


where is an eigenvector associated with the dominant eigenvalue, and . The presence of the term implies that does not converge unless . Under the two assumptions listed above, the sequence defined by

converges to the dominant eigenvalue[clarification needed].

One may compute this with the following algorithm:

for each(''simulation'') {
    // calculate the matrix-by-vector product Ab
    for(i = 0; i < n; i++) {
         tmp[i] = 0;          
         for (j = 0; j < n; j++) {
              // dot product of i-th row in A with the column vector b
              tmp[i] += A[i][j] * b[j]; 

    // calculate the length of the resulting vector:
    // if v = (v1 v2 ... vn), then ||v|| = square_root(v1*v1 + v2*v2 + ... + vn*vn)
    norm_sq = 0;
    for (k = 0; k < n; k++) {
         norm_sq += tmp[k] * tmp[k]; 

    norm = square_root(norm_sq);

    // normalize b to unit vector for next iteration
    b = tmp / norm;

The value of converges to the absolute value of the dominant eigenvalue, and the vector to an associated eigenvector.

Note: The above code assumes that the entries of and are real. To handle complex values, change above to , and change to .

This algorithm is the one used to calculate such things as the Google PageRank.

The method can also be used to calculate the spectral radius (the largest eigenvalue of a matrix) by computing the Rayleigh quotient


Let be decomposed into its Jordan canonical form: , where the first column of is an eigenvector of corresponding to the dominant eigenvalue . Since the dominant eigenvalue of is unique, the first Jordan block of is the matrix , where is the largest eigenvalue of A in magnitude. The starting vector can be written as a linear combination of the columns of V: . By assumption, has a nonzero component in the direction of the dominant eigenvalue, so .

The computationally useful recurrence relation for can be rewritten as: , where the expression: is more amenable to the following analysis.

The expression above simplifies as
as .
The limit follows from the fact that the eigenvalue of is less than 1 in magnitude, so as
It follows that:
Using this fact, can be written in a form that emphasizes its relationship with when k is large:
where and as
The sequence is bounded, so it contains a convergent subsequence. Note that the eigenvector corresponding to the dominant eigenvalue is only unique up to a scalar, so although the sequence may not converge, is nearly an eigenvector of A for large k.

Alternatively, if A is diagonalizable, then the following proof yields the same result
Let λ1, λ2, …, λm be the m eigenvalues (counted with multiplicity) of A and let v1, v2, …, vm be the corresponding eigenvectors. Suppose that is the dominant eigenvalue, so that for .

The initial vector can be written:

If is chosen randomly (with uniform probability), then c1 ≠ 0 with probability 1. Now,

The expression within parentheses converges to because for . On the other hand, we have

Therefore, converges to (a multiple of) the eigenvector . The convergence is geometric, with ratio

where denotes the second dominant eigenvalue. Thus, the method converges slowly if there is an eigenvalue close in magnitude to the dominant eigenvalue.


Although the power iteration method approximates only one eigenvalue of a matrix, it remains useful for certain computational problems. For instance, Google uses it to calculate the PageRank of documents in their search engine,[2] and Twitter uses it to show users recommendations of who to follow.[3] For matrices that are well-conditioned and as sparse as the web matrix, the power iteration method can be more efficient than other methods of finding the dominant eigenvector.

Some of the more advanced eigenvalue algorithms can be understood as variations of the power iteration. For instance, the inverse iteration method applies power iteration to the matrix . Other algorithms look at the whole subspace generated by the vectors . This subspace is known as the Krylov subspace. It can be computed by Arnoldi iteration or Lanczos iteration.

See also[edit]


  1. ^ Richard von Mises and H. Pollaczek-Geiringer, Praktische Verfahren der Gleichungsauflösung, ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik 9, 152-164 (1929).
  2. ^ Ipsen, Ilse, and Rebecca M. Wills (5–8 May 2005). "7th IMACS International Symposium on Iterative Methods in Scientific Computing" (PDF). Fields Institute, Toronto, Canada. 
  3. ^ Pankaj Gupta, Ashish Goel, Jimmy Lin, Aneesh Sharma, Dong Wang, and Reza Bosagh Zadeh WTF: The who-to-follow system at Twitter, Proceedings of the 22nd international conference on World Wide Web

External links[edit]