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power.method: Power method for finding the leading eigenvector of a symmetric matrix

Description

Power method for finding the leading eigenvector of a symmetric matrix

Usage

power.method(A, eps = 1e-10, maxiter = 10000)

Arguments

A

a square symmetric matrix

eps

tolerance for convergence (in Frobenius norm)

maxiter

maximum iteration

Value

a unit-length leading eigenvector of A