It's so cool to see of why this works (as an engineer I learned about power method with handwaving explanation "it works in the limit" but I never knew why it works).
So what do we do if we want u_2, the eigenvector that corresponds to lambda_2 ?
Math overflow says we can just subtract the u_1 subspace from A [1] then repeat, but would that be numerically stable? (i.e. will that work with floats?)
Yeah 1.6 is a really cool exercise! https://arxiv.org/pdf/2206.13446.pdf#page=19
It's so cool to see of why this works (as an engineer I learned about power method with handwaving explanation "it works in the limit" but I never knew why it works).
So what do we do if we want u_2, the eigenvector that corresponds to lambda_2 ? Math overflow says we can just subtract the u_1 subspace from A [1] then repeat, but would that be numerically stable? (i.e. will that work with floats?)
[1] https://math.stackexchange.com/questions/1114777/approximate...