POWER_METHOD is a C++ library which carries out the power method.
The power method seeks to determine the eigenvalue of maximum modulus, and a corresponding eigenvector.
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 computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
POWER_METHOD is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.
ARPACK, a FORTRAN90 library which computes eigenvalues for large matrices;
EISPACK, a FORTRAN77 library which carries out eigenvalue computations; superseded by LAPACK;
TEST_EIGEN, a C++ library which implements test matrices for eigenvalue analysis.
TEST_MAT, a C++ library which defines test matrices.
TOMS343,
a FORTRAN77 library which
computes the eigenvalues and
eigenvectors of a general real matrix;
this is a FORTRAN77 version of ACM TOMS algorithm 343.
TOMS384,
a FORTRAN77 library which
computes the eigenvalues and eigenvectors
of a symmetric matrix;
this is a FORTRAN77 version of ACM TOMS algorithm 384.
You can go up one level to the C++ source codes.