Algorithm 3:  Power method

Require:  $\mathit{A}\in {\mathbb{R}}^{m\times m}$, $\mathit{x}\ne \mathbf{0}$ : m-dimensional randomized unit vector.

Ensure:  $\lambda$: the eigenvalue of $\mathit{A}$ with the largest absolute value

1:  for while not converged do

2:    $\mathit{y}\leftarrow \mathit{Ax}$

3:    $\lambda \leftarrow {\mathit{x}}^{\top }\mathit{y}$

4:    $\mathit{x}\leftarrow \mathit{y}/\parallel \mathit{y}\parallel$

5:  end for

6:  Return $\lambda$