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Power Iteration Method for the Several Largest Eigenvalues and Eigenfunctions

Thomas E. Booth

Nuclear Science and Engineering / Volume 154 / Number 1 / Pages 48-62

September 2006

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A method for simultaneously obtaining the two largest eigenvalues and their associated eigenfunctions is demonstrated mathematically and empirically. The method uses estimates of the eigenvalue in two different regions rather than the single estimate traditionally used. The method can be generalized to obtain the several largest eigenfunctions, if those are desired as well. Additionally, it is shown that using multiple estimates of the eigenvalues accelerates the convergence of the eigenfunctions.

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