Power method

power_method.py

import numpy as np
import sys
# reference: https://en.wikipedia.org/wiki/Power_iteration

def power_method(M):
    b = np.random.rand(M.shape[1])
    diff = np.linalg.norm(b)
    while diff > 10 ** (-6):
        b_new = np.dot(M, b)
        b_norm = np.linalg.norm(b_new)
        b_new = b_new / b_norm
        diff = abs(np.linalg.norm(b) - np.linalg.norm(b_new))
        b = b_new
        print(b)
    return b


def main():
    
    M = np.random.random_integers(-100, 100, size=(20, 20))
    M = (M + M.T)/2
    b = power_method(M)
    print(b)


if __name__ == '__main__':
    main()