I have a 4x4 matrix. I want to find the eigenvector corresponding to the highest eigenvalue for this matrix.
Can somebody point me to a straightforward numerical method for doing this?
Thanks a lot in advance.
Perhaps the only "general" method that I know is to find the characteristic polynomial of the matrix, then find all eigenvalues by solving this degree 4 polynomial (which is possible in general). Next, spot the highest eigenvalues, and find a corresponding eigenvector.