(1) Choose , the number of principal axes or eigenvectors required to estimate. Consider matrix and set |

. |

(2) Initialize eigenvector of size , for example, randomly; |

(3) Update as ; |

(4) Do the Gram-Schmidt orthogonalization process ; |

(5) Normalize by dividing it by its norm: . |

(6) If has not converged, go back to step 3. |

(7) Increment counter and go to step 2 until equals . |