Power Method

A is an n x n matrix.

Choose a starting vector u arbitrarily (usually components of vector all equal 1).

1.       Calculate Au

2.       Normalise resulting vector by dividing each component by the largest in magnitude.

3.       Repeat steps 1 and 2 until change in normalising factor is negligible.

Resulting normalising vector is the dominant eigenvalue and the final vector is the eigenvector.