* Power Method v_{k+1} = A v_k, k = 0,1,2 ** Properties 1. \frac{A v_k}{||v_k||} \rightarrow v_1 2. \frac{v_k^T A v_k}{v_k^T v_k} \rightarrow \lambda_1 3. If \lambda is a n eigenvalue of A, then \frac{1}{\lambda} is an eigenvalue of A^-1 4. Av = \lambda v Av - \mu v = (\lambda-\mu)v = (A - \mu I)v 5. If \lambda is an eigenvalue of A, then \lambda - \mu is an eigenvalue of A \cdot \mu I ** Shifting Eigenvalues 1. Partition [\lambda_n, \lambda_1] * Lanczos Algorithm #+BEGIN_SRC c for (int i = 0; i < n; i++) { sum = a0; v_dot_v(a[i], x); b[i] = sum; } #+END_SRC