[eigen] finding dominant eigenvalue/vector : is Power Iteration the best method?

[Mark Borgerding <mark@xxxxxxxxxxxxxx>]

Does anyone know of a faster way of getting a decent (e.g. RMSE<1e-4) 
estimate of the single most dominant eigenvalue and a vector in its 
eigenspace?

http://en.wikipedia.org/wiki/Power_iteration

Other may converge with faster "big O" complexity per iteration (Inverse 
Iteration, Rayleigh quotient iteration) , but they often require 
inverting the matrix or solving a system per iteration, which seems to 
inflate the cost per iteration considerably compared to a simple 
matrix-by-vector multiply and normalization.

-- Mark