Numerical Methods

Power Method for Eigen values

Dr. N. B. Vyas
Department of Mathematics,
Atmiya Institute of Technology & Science,
Rajkot (Gujarat) - INDIA
[email protected]

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration

Power Method
Power method is particularly useful for estimating numerically
largest or smallest eigenvalue and its corresponding eigenvector.

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration

Power Method
Power method is particularly useful for estimating numerically
largest or smallest eigenvalue and its corresponding eigenvector.
The intermediate (remaining) eigenvalues can also be found.

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration

Power Method
Power method is particularly useful for estimating numerically
largest or smallest eigenvalue and its corresponding eigenvector.
The intermediate (remaining) eigenvalues can also be found.
The power method, which is an iterative method, can be used
when

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration

Power Method
Power method is particularly useful for estimating numerically
largest or smallest eigenvalue and its corresponding eigenvector.
The intermediate (remaining) eigenvalues can also be found.
The power method, which is an iterative method, can be used
when
(i) The matrix A of order n has n linearly independent eigenvectors.

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration

Power Method
Power method is particularly useful for estimating numerically
largest or smallest eigenvalue and its corresponding eigenvector.
The intermediate (remaining) eigenvalues can also be found.
The power method, which is an iterative method, can be used
when
(i) The matrix A of order n has n linearly independent eigenvectors.
(ii) The eigenvalues can be ordered in magnitude as
|λ1 | > |λ2 | ≥ |λ3 | ≥ . . . ≥ |λn |

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration

Power Method
Power method is particularly useful for estimating numerically
largest or smallest eigenvalue and its corresponding eigenvector.
The intermediate (remaining) eigenvalues can also be found.
The power method, which is an iterative method, can be used
when
(i) The matrix A of order n has n linearly independent eigenvectors.
(ii) The eigenvalues can be ordered in magnitude as
|λ1 | > |λ2 | ≥ |λ3 | ≥ . . . ≥ |λn |
When this ordering is adopted, the eigenvalue λ1 with the
greatest magnitude is called the dominant eigenvalue of the
matrix A

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration

Power Method
Power method is particularly useful for estimating numerically
largest or smallest eigenvalue and its corresponding eigenvector.
The intermediate (remaining) eigenvalues can also be found.
The power method, which is an iterative method, can be used
when
(i) The matrix A of order n has n linearly independent eigenvectors.
(ii) The eigenvalues can be ordered in magnitude as
|λ1 | > |λ2 | ≥ |λ3 | ≥ . . . ≥ |λn |
When this ordering is adopted, the eigenvalue λ1 with the
greatest magnitude is called the dominant eigenvalue of the
matrix A
And the remaining eigenvalues λ2 , λ3 , . . . , λn are called the
subdominant eigenvalues of A.

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration

Power Method: Working rules for determining largest eigenvalue.

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration

Power Method: Working rules for determining largest eigenvalue.

Let A = [aij ] be a matrix of order n × n.

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration

Power Method: Working rules for determining largest eigenvalue.

Let A = [aij ] be a matrix of order n × n.
We start from any vector x0 (6= 0) with n components such that
Ax0 = x

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration

Power Method: Working rules for determining largest eigenvalue.

Let A = [aij ] be a matrix of order n × n.
We start from any vector x0 (6= 0) with n components such that
Ax0 = x
In order to get a convergent sequence of eigenvectors
simultaneously scaling method is adopted.

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration

Power Method: Working rules for determining largest eigenvalue.

Let A = [aij ] be a matrix of order n × n.
We start from any vector x0 (6= 0) with n components such that
Ax0 = x
In order to get a convergent sequence of eigenvectors
simultaneously scaling method is adopted.
In which at each stage each components of the resultant
approximate vector is to be divided by its absolutely largest
component.

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration

Power Method: Working rules for determining largest eigenvalue.

Let A = [aij ] be a matrix of order n × n.
We start from any vector x0 (6= 0) with n components such that
Ax0 = x
In order to get a convergent sequence of eigenvectors
simultaneously scaling method is adopted.
In which at each stage each components of the resultant
approximate vector is to be divided by its absolutely largest
component.
Then use the scaled vector in the next step.

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration

Power Method: Working rules for determining largest eigenvalue.

Let A = [aij ] be a matrix of order n × n.
We start from any vector x0 (6= 0) with n components such that
Ax0 = x
In order to get a convergent sequence of eigenvectors
simultaneously scaling method is adopted.
In which at each stage each components of the resultant
approximate vector is to be divided by its absolutely largest
component.
Then use the scaled vector in the next step.
This absolutely largest component is known as numerically
largest eigenvalue.

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration
Accordingly x in eq -(1) can be scaled by dividing each of its
components by absolutely largest component of it. Thus
Ax0 = x = λ1 x1 ; x1 is the scaled vector of x

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration
Accordingly x in eq -(1) can be scaled by dividing each of its
components by absolutely largest component of it. Thus
Ax0 = x = λ1 x1 ; x1 is the scaled vector of x
Now scaled vector x1 is to be used in the next iteration to obtain
Ax1 = x = λ2 x2

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration
Accordingly x in eq -(1) can be scaled by dividing each of its
components by absolutely largest component of it. Thus
Ax0 = x = λ1 x1 ; x1 is the scaled vector of x
Now scaled vector x1 is to be used in the next iteration to obtain
Ax1 = x = λ2 x2

Proceeding in this way, finally we get Axn = λn+1 xn+1 ; where

n = 0, 1, 2, 3, ... Where λn+1 is the numerically largest eigenvalue
upto desired accuracy and xn+1 is the corresponding eigenvector.

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration
Accordingly x in eq -(1) can be scaled by dividing each of its
components by absolutely largest component of it. Thus
Ax0 = x = λ1 x1 ; x1 is the scaled vector of x
Now scaled vector x1 is to be used in the next iteration to obtain
Ax1 = x = λ2 x2

Proceeding in this way, finally we get Axn = λn+1 xn+1 ; where

n = 0, 1, 2, 3, ... Where λn+1 is the numerically largest eigenvalue
upto desired accuracy and xn+1 is the corresponding eigenvector.
NOTE : The initial vector x0 is usually taken as a vector with
all components equal to 1.

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Eigen values and Eigen vectors by iteration
Accordingly x in eq -(1) can be scaled by dividing each of its
components by absolutely largest component of it. Thus
Ax0 = x = λ1 x1 ; x1 is the scaled vector of x
Now scaled vector x1 is to be used in the next iteration to obtain
Ax1 = x = λ2 x2

Proceeding in this way, finally we get Axn = λn+1 xn+1 ; where

n = 0, 1, 2, 3, ... Where λn+1 is the numerically largest eigenvalue
upto desired accuracy and xn+1 is the corresponding eigenvector.
NOTE : The initial vector x0 is usually taken as a vector with
all components equal to 1.
Characteristic: The main advantage of this method is its
simplicity. And it can handle sparse matrices too large to store
as a full square array. Its disadvantage is its possibly slow
convergence.
Dr. N. B. Vyas Numerical Methods Power Method for Eigen values
Eigen values and Eigen vectors by iteration

Power Method: Determining smallest eigenvalue.

1
If λ is the eigenvalue of A, then the reciprocal is the eigenvalue
λ
of A−1 .
The reciprocal of the largest eigenvalue of A−1 will be the
smallest eigenvalue of A.

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

Ex: Use power method to estimate the largest eigen value and the
3 −5
corresponding eigen vector of A =
−2 4

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

   
3 −5 1
Sol.: Let A = and x0 =
−2 4 1
  
3 −5 1
Ax0 =
−2 4 1

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

   
3 −5 1
Sol.: Let A = and x0 =
−2 4 1
    
3 −5 1 −2
Ax0 = =
−2 4 1 2

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

   
3 −5 1
Sol.: Let A = and x0 =
−2 4 1
      
3 −5 1 −2 1
Ax0 = = = −2 = −2x1
−2 4 1 2 −1

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

   
3 −5 1
Sol.: Let A = and x0 =
−2 4 1
      
3 −5 1 −2 1
Ax0 = = = −2 = −2x1
−2 4 1 2 −1
  
3 −5 1
Ax1 =
−2 4 −1

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

   
3 −5 1
Sol.: Let A = and x0 =
−2 4 1
      
3 −5 1 −2 1
Ax0 = = = −2 = −2x1
−2 4 1 2 −1
    
3 −5 1 8
Ax1 = =
−2 4 −1 −6

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

   
3 −5 1
Sol.: Let A = and x0 =
−2 4 1
      
3 −5 1 −2 1
Ax0 = = = −2 = −2x1
−2 4 1 2 −1
      
3 −5 1 8 1
Ax1 = = =8 = 8x2
−2 4 −1 −6 −0.75

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

   
3 −5 1
Sol.: Let A = and x0 =
−2 4 1
      
3 −5 1 −2 1
Ax0 = = = −2 = −2x1
−2 4 1 2 −1
      
3 −5 1 8 1
Ax1 = = =8 = 8x2
−2 4 −1 −6 −0.75
  
3 −5 1
Ax2 =
−2 4 −0.75

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

   
3 −5 1
Sol.: Let A = and x0 =
−2 4 1
      
3 −5 1 −2 1
Ax0 = = = −2 = −2x1
−2 4 1 2 −1
      
3 −5 1 8 1
Ax1 = = =8 = 8x2
−2 4 −1 −6 −0.75
    
3 −5 1 6.75
Ax2 = =
−2 4 −0.75 −5

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

   
3 −5 1
Sol.: Let A = and x0 =
−2 4 1
      
3 −5 1 −2 1
Ax0 = = = −2 = −2x1
−2 4 1 2 −1
      
3 −5 1 8 1
Ax1 = = =8 = 8x2
−2 4 −1 −6 −0.75
    
3 −5 1 6.75
Ax2 = =
−2 4 −0.75 −5
 
1
= 6.75 = 6.75x3
−0.7407

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

   
3 −5 1
Sol.: Let A = and x0 =
−2 4 1
      
3 −5 1 −2 1
Ax0 = = = −2 = −2x1
−2 4 1 2 −1
      
3 −5 1 8 1
Ax1 = = =8 = 8x2
−2 4 −1 −6 −0.75
    
3 −5 1 6.75
Ax2 = =
−2 4 −0.75 −5
 
1
= 6.75 = 6.75x3
−0.7407

 largest eigen
∴  value is 6.7015 and the corresponding eigen vector is
1
−0.7403

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

Ex: Use power method to estimate the largest

 eigen value and the
1 2
corresponding eigen vector of A =
3 4

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

Ex: Use power method to estimate the largest

 eigen value and the
2 3
corresponding eigen vector of A =
5 4

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

Ex: Use power method to estimate the largest

 eigen value and the
4 2
corresponding eigen vector of A =
1 3

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

Ex: Use power method to estimatethe largest eigen

 value and the
2 −1 0
corresponding eigen vector of A =  −1 2 −1 
0 −1 2

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values

Example

Ex: Use power method to estimatethe largest eigen

 value and the
3 −1 0
corresponding eigen vector of A =  −1 2 −1 
0 −1 3

Dr. N. B. Vyas Numerical Methods Power Method for Eigen values