Simple power iteration only works when there is a single dominant eigenvalue. The matrix
A =[ 0 -0.3333 -0.3333
-0.3333 0 0.3333
0.6000 0.2000 0];
has 3 eigenvalues,
-0.3333
0.1667 + 0.3249i
0.1667 - 0.3249i
with absolute values:
As you can see, the dominant eigenvalue is not unique. That is why your algorithm fails to converge.
One way to fix this is by using shifts (you can read all about it on Google).
But why not just use MATLAB's built in eigevnalue solver, EIG?
Best Answer