Harvard AM205 video 5.4 - Power iteration and inverse iteration
Channel: Chris Rycroft
Date: 2022-06-21

Harvard Applied Math 205 is a graduate-level course on scientific computing and numerical methods. This video introduces the power iteration, a method for finding the eigenvalue with largest modulus of a given matrix. The video also introduces the inverse iteration and shifts, which can improve the power iteration and allow any eigenvalue to be computed.

For more information see the main course website at https://people.math.wisc.edu/~chr/am205