Thursday, September 29, 2011


Power Iteration is the best way to generate eigen vectors. 
How fast do they converge?
This depends on the eigen gap between the first and the second vector. If the rigen gap is larger, then values converge faster and vice versa.
Suppose the primary eigen vector is orthogonal to the projection then performing power iteration to compute the eigen vector will not be of much use as the dot product will be zero.