Comments on the power method

In a recent short communication, Miyashita et al. have commented on the weakness of the NIPALS algorithm (equivalently the power method) for calculating the eigenvalues out of order. They offer a diagnostic to ascertain when this may have occurred and suggested a modification to the NIPALS algorithm...

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Veröffentlicht in:Journal of chemometrics 1990-07, Vol.4 (4), p.331-334
Hauptverfasser: Seasholtz, Mary Beth, Pell, Randy J., Gates, Kevin E.
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Gates, Kevin E.
description In a recent short communication, Miyashita et al. have commented on the weakness of the NIPALS algorithm (equivalently the power method) for calculating the eigenvalues out of order. They offer a diagnostic to ascertain when this may have occurred and suggested a modification to the NIPALS algorithm to avoid this situation. Further comments regarding the use of the power method and Miyashita's presentation of its weakness are warranted. The general inadequacies of methods for decomposing a matrix with degenerate eigenvalues and their relationship to the orthogonal design of experiments are discussed.
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subjects Exact sciences and technology
Experimental design
Mathematics
NIPALS algorithm
Numerical analysis
Numerical analysis. Scientific computation
Numerical linear algebra
Power method
Sciences and techniques of general use
Singular value decomposition
title Comments on the power method
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