Implement power iteration and verify the convergence rate
CodingIntermediate⏱ 1 hourFoundationspower iterationeigenvalueconvergence rateimplementation
Problem
Implement power iteration for a symmetric matrix : starting from a random unit vector , repeat and estimate by the Rayleigh quotient .
- Test it on a diagonal matrix with known spectrum.
- Measure the error against on a log scale and verify that it decays geometrically with ratio .
- Construct a matrix with and explain what happens.
Implement it, then check the implementation against something you can verify independently.
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Solution
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