AI engineering glossary · Linear algebra
What is power iteration?
Power iteration (also called Power method): An iterative method that multiplies a vector by a matrix over and over, rescaling each time, until it settles on the eigenvector with the largest-magnitude eigenvalue. It is simple and works on huge sparse matrices, as in ranking web pages.
Power iteration: an example
Starting from [1, 1] and applying [[2,1],[1,2]] repeatedly with rescaling converges to [1, 1] scaled, with eigenvalue 3.
Related terms
More Linear algebra terms
- Projection
- Projection matrix
- Pseudoinverse
- QR decomposition
- Quadratic form
- Rank
- Rank-nullity theorem
- Rank-one matrix
Where you learn it
Power iteration is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.