|[eigen] [WIP] Power iteration algorithm|
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We have tried to implement the power iteration algorithm, and we came up with this version:
We have tested it using the existing eigensolver to make sure that the computed eigenvalues were correct.
Precision can be controlled with the parameter "threshold"; the smaller the threshold, the higher the precision and the longer the execution time.
Then we compared its effectiveness to eigensolver's. For the time being, program runs faster when the number of eigenvalues requested is lower than about 10% of the size of the input matrix.
However, we are still looking to improve the algorithm and make it usable in more general cases.
It's still a work in progress: we haven't finalized the algorithm (we'll try and make it more effective), neither the documentation.
Feel free to make any suggestions!
Imène, Bediss and Tristan.
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