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add power iteration eli5
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pascaladhikary committed Feb 14, 2024
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Expand Up @@ -91,7 +91,7 @@ $$ |\lambda_1| \geq |\lambda_2| \geq \cdots \geq |\lambda_n|, $$

and we normalize eigenvectors, so that $$\|{\bf x}\| = 1$$.

We define the nullspace as the span, or set of all linear combinations, of the solutions for $$\mathbf {Ax}= \mathbf{b}$$.
We define the nullspace of $$A$$ as the span, or set of all linear combinations, of the solutions for $$\mathbf {Ax}= \mathbf{0}$$.

#### Example: Solving a Small Matrix for Eigenvalues

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$$ \lim_{k\to\infty}\frac{\mathbf{A}^k {\bf x}_0}{\lambda_1^{k}} = \alpha_1 {\bf u}_1.$$

This observation motivates the algorithm known as **_power iteration_**, which is the topic of the next section.
Plainly, as we repeatedly apply $$\mathbf{A}$$ to an arbitrary vector - which can always be composed as a linear combination of $$n$$ linearly independent eigenvectors spanning $$\mathbb{R}^n$$ - the result converges to a multiple of the dominant eigenvector of $$\mathbf{A}$$: $$\bf{u_1}$$. This observation motivates the algorithm known as **_power iteration_**, which is the topic of the next section.

## Power Iteration algorithm

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