Uploaded September 2018 | Updated September 2026, 2 weeks ago

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Discussion of Eigenvalues & Eigenvectors, Power Method, Inverse Power Method, and the Rayleigh Quotient with brief overview of Rayleigh Quotient Iteration. Example code hosted on GitHub github.com/osveliz/numerical-veliz

Chapters
0:00 Title Card
0:12 Terminology
0:37 Eigenvalue Example
1:04 Power Method
1:29 Power Method Example
2:33 Notes on Power Method
2:50 Inverse Power Method
3:21 Inverse Power Method Example
4:12 Rayleigh Quotient
4:54 Solve using Determinant
5:15 Inverse Power Method with Shift
5:34 Inverse Power Method with Shift Example
6:12 Rayleigh Quotient Iteration
6:37 Summary
7:01 Thank You

#PowerMethod #RayleighQuotient #NumericalAnalysis