Module-5-Linear Algebra
Module-5-Linear Algebra
Linear Algebra
Definition: A system of 𝑚, 𝑛 nos. arranged in a rectangular formation along m-rows & n-
columns , bounded by the brackets is called as 𝑚 × 𝑛 matrix .It is denoted by a capital letters
A,B,C etc.
𝑎11 𝑎12 … … 𝑎1𝑛
𝐴 = [ 𝑎21 𝑎22 … … 𝑎2𝑛 ]
𝑎𝑚1 𝑎𝑚2 … … 𝑎𝑚𝑛 𝑚×𝑛
If a matrix A gets transferred into another matrix B by any of these transformations, then A is
said to be equivalent to B written as Echelon form or Row reduced Echelon form. A matrix A of
order 𝑚 × 𝑛 is said to be in a row reduced echelon form if. 𝐴 ~ 𝐵
1. The leading element (the first non-Zero entry) of each row is unity.
2. All the entries below this leading entry is Zero.
3. The no of Zeros appearing before the leading entry in each row is greater than that appears in
its previous row.
4. The Zero rows must appear below the non-zero rows.
Rank of a matrix: The number of non-zero rows in row echelon form. and is denoted
by 𝜌(𝐴)
1 2 3 2
𝐴~ [0 1 1 3]
0 0 0 0
∴ 𝜌 ( 𝐴) = 2
1 3 −2
𝐴~ [0 −7 8]
0 −14 16
𝑅3 → 𝑅3 − 2𝑅2
1 3 −2
𝐴~ [0 −7 8 ]
0 0 0
1 3 −2
𝐴~ [0 −7 8 ]
0 0 0
𝑅2⁄
∶ 𝑅2 → − 7
3. Find the values of 𝐤 such that the following matrix A may have rank equal
to 3.
1 1 1 1
𝐴=[ 1 2 4 𝑘 ]
1 4 10 𝑘 2
1 1 1 1
𝑆𝑜𝑙 ∶ 𝐺𝑖𝑣𝑒𝑛 𝐴 = [ 1 2 4 𝑘 ]
2
1 4 10 𝑘
: 𝑅2 → 𝑅2 − 𝑅1 , 𝑅3 → 𝑅3 − 𝑅1
1 1 1 1
𝐴~ [ 0 1 3 𝑘 − 1 ]
0 3 9 𝑘2−1
𝑅3 → 𝑅3 − 3𝑅2
1 1 1 1
𝐴~ [ 0 1 3 𝑘−1 ]
0 0 0 𝑘 2 − 3𝑘 + 2
(𝑘 − 1)(𝑘 − 2) ≠ 0
∴ 𝜌(𝐴) = 3 𝑘 ≠ 1 𝑎𝑛𝑑 𝑘 ≠ 2
1 0 1 1
0 1 −3 −1
𝐴~ [ ]
3 1 0 2
1 1 −2 0
𝑅3 → 𝑅3 − 3𝑅1 , 𝑅4 → 𝑅4 − 𝑅1
1 0 1 1
0 1 −3 −1
𝐴~ [ ]
0 1 −3 −1
0 1 −3 −1
𝑅3 → 𝑅3 − 𝑅2 , 𝑅4 → 𝑅4 − 𝑅2
1 0 1 1
0 1 −3 −1
𝐴~ [ ]
0 0 0 0
0 0 0 0
∴ 𝜌 ( 𝐴) = 2
1 −1 −2 −4
2 3 −1 −1
𝐴~ [ ]
3 1 3 −2
6 3 0 −7
1 −1 −2 −4
2 3 −1 −1
𝐴~ [ ]
3 1 3 −2
0 0 0 0
𝑅3 → 𝑅3 − 3𝑅2 , 𝑅2 → 𝑅2 − 2𝑅1
1 −1 −2 −4
0 5 3 7
𝐴~ [ ]
0 4 9 10
0 0 0 0
∴ 𝜌 ( 𝐴) = 3
A system of equations in which all the unknowns appear in the first degree only is
called a 𝐥𝐢𝐧𝐞𝐚𝐫 system of equations.
Consider a system of ′𝐦′ linear simultaneous equations in ′𝐧′ unknown as follows:
𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ … … 𝑎1𝑛 𝑥𝑛 = 𝑏1
𝐴𝑋 = 𝐵 − − − − − (2)
AUGMENTED MATRIX: -
𝑎11 𝑎12 − − − − − −−: 𝑏1
𝑎21 𝑎22 − − − − − −−: 𝑏2
𝑇ℎ𝑒 𝑚𝑎𝑡𝑟𝑖𝑥 [𝐴: 𝐵] = − − − − − − − − − − −−: −
−−−−−−−−−−−−−−
[ 𝑎𝑚1 𝑎𝑚2 − − − − − −−: 𝑏𝑚 ]
The system of non – homogeneous equations 𝐀𝐗=𝐁 is inconsistent (does not have a solution)
if 𝛒(𝐀)≠𝛒(𝐀:𝐁)
Suppose 𝛒 (𝐀)=𝛒(𝐀:𝐁)=𝐫 , then the conditions for various types of solutions as follows:-
1 1 1: 6
[𝐴: 𝐵]~ [0 −2 1: − 1 ]
0 −2 −2: − 10
𝑅3 → 𝑅3 − 𝑅2
1 1 1∶ 6
[𝐴: 𝐵]~ [0 −2 1 ∶ −1 ]
0 0 −3 ∶ −9
1 1 1: 4
[𝐴: 𝐵]~ [0 −1 −3: − 7]
0 −2 1: 2
𝑅3 → 𝑅3 − 2𝑅2
1 1 1∶ 8
[𝐴: 𝐵]~ [0 −1 −3: − 7]
0 0 7 ∶ 12
Solution :-
1 1 1: 6
𝐿𝑒𝑡 [𝐴: 𝐵] = [1 2 3: 1 0] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
1 2 𝜆: 𝜇
𝑅2 → 𝑅2 − 𝑅1 , 𝑅3 → 𝑅3 − 𝑅1
1 1 1: 6
[𝐴: 𝐵]~ [0 1 2: 4 ]
0 1 𝜆 − 1: 𝜇 − 6
1 1 1: 6
[𝐴: 𝐵]~ [0 1 2: 4 ]
0 0 𝜆 − 3: 𝜇 − 10
(𝒊𝒊𝒊) No solution:-
We must have 𝛒 (𝐀)≠𝛒(𝐀:𝐁) By case (i) 𝛒(𝐀)=𝟑 𝐢𝐟 𝝀≠𝟑 and hence if 𝝀=𝟑 we obtain
𝛒(𝐀)=𝟐
If we impose (μ−𝟏𝟎) ≠𝟎 then 𝛒 (𝐀:𝐁)=𝟑
1 1 1: 1
𝐿𝑒𝑡 [𝐴: 𝐵] = [1 2 4: 𝑘 ] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
1 4 10: 𝑘 2
𝑅2 → 𝑅2 − 𝑅1 , 𝑅3 → 𝑅3 − 𝑅1
1 1 1 ∶ 1
[𝐴: 𝐵]~ [0 1 3 ∶ 𝑘−1 ]
0 3 9∶ 𝑘2−1
𝑅3 → 𝑅3 − 3𝑅2
1 1 1: 3
𝐿𝑒𝑡[𝐴: 𝐵] = [3 1 −2: 2] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
2 4 7: 7
: 𝑅2 → 𝑅2 − 3𝑅1 , 𝑅3 → 𝑅3 − 2𝑅1
1 1 1: 3
[𝐴: 𝐵]~ [0 −2 −5: − 7]
0 2 5: 1
𝑅3 → 𝑅3 + 𝑅2
H.W
6. Test for consistency and solve:
𝒙+𝒚+𝒛=𝟗
𝟐𝒙+𝟓𝒚+𝟕𝒛=𝟓𝟐
𝟐𝒙+𝒚−𝒛=𝟎 Answer :- (𝒙,y,z)=(𝟏,𝟑,𝟓)
PROBLEMS:-
Solution:-
2 1 4: 12
𝐿𝑒𝑡 [𝐴: 𝐵] = [4 11 −1: 33] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
8 −3 2: 20
𝑅2 → 𝑅2 − 2𝑅1 , 𝑅3 → 𝑅3 − 4𝑅1
2 1 4: 12
[𝐴: 𝐵]~ [0 9 −9: 9 ]
0 −7 −14: − 28
𝑅2 → 1⁄9 𝑅2 . 𝑅3 → −1⁄7 𝑅3
Solution:-
1 −2 3: 2
𝐿𝑒𝑡 [𝐴: 𝐵] = [3 −1 4 ∶ 4 ] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
2 1 −2 ∶ 5
𝑅2 → 𝑅2 − 3𝑅1 , 𝑅3 → 𝑅3 − 2𝑅1
1 −2 3: 2
[𝐴: 𝐵]~ [0 5 −5 ∶ −2]
0 5 −8 ∶ 1
𝑅3 → 𝑅3 − 𝑅2
1 −2 3: 2
[𝐴: 𝐵]~ [0 5 −5 ∶ −2]
0 0 −3 ∶ 3
The system of equations as follows:
𝑥1 − 2𝑥2 + 4𝑥3 = 2 ; 5𝑥2 + 5𝑥3 = −2 ; − 3𝑥3 = 3
1 1 1∶ 6
[𝐴: 𝐵]~ [0 −2 1 ∶ −1 ]
0 0 −3 ∶ −9
The system of equations as follows:
𝐱+𝐲+𝐳=6
-2y+z=-1
-3z=-9
1 1 1∶ 9
[𝐴: 𝐵]~ [0 −1 −3: − 18]
0 3 5: 34
𝑅3 → 𝑅3 + 3𝑅2
PROBLEMS:-
1. Solve by Gauss Jordon method
𝐱+𝐲+𝐳=𝟗
𝟐𝐱+𝐲−𝐳=𝟎
𝟐𝐱+𝟓𝐲+𝟕𝐳=𝟓𝟐
Solution:
1 1 1: 9
𝐿𝑒𝑡 [𝐴: 𝐵] = [2 1 −1 ∶ 0] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
2 5 7 ∶ 52
𝑅2 → 𝑅2 − 2𝑅1 , 𝑅3 → 𝑅3 − 2𝑅1
1 1 1: 9
[𝐴: 𝐵]~ [0 −1 −3 ∶ −18]
0 3 5 ∶ 34
𝑅1 → 𝑅1 + 𝑅2 , 𝑅3 → 𝑅3 + 3𝑅2
1 0 −2: 9
[𝐴: 𝐵]~ [0 −1 −3 ∶ −18 ]
0 0 −4: − 20
1
𝑅3 → (− ) 𝑅3
4
2 1 1: 10
𝐿𝑒𝑡 [𝐴: 𝐵] = [3 2 3 ∶ 18] 𝑖𝑠 𝑡ℎ𝑒 𝐴𝑢𝑔𝑢𝑚𝑒𝑛𝑡𝑒𝑑 𝑚𝑎𝑡𝑟𝑖𝑥
1 4 9 ∶ 16
3 1
𝑅2 → 𝑅2 − ( )𝑅1 , 𝑅3 → 𝑅3 − ( )𝑅1
2 2
2 1 1: 10
[𝐴: 𝐵]~ [0 0.5 1.5 ∶ 3 ]
0 3.5 8.5 ∶ 11
𝑅1 → 𝑅1 − 2𝑅2 , 𝑅3 → 𝑅3 − 7𝑅2
2 0 −2: 4
[𝐴: 𝐵]~ [0 0.5 1.5 ∶ 3 ]
0 0 −2 ∶ −10
𝑅1 → 𝑅1 − 𝑅3 , 𝑅2 → 𝑅2 + (0.75)𝑅3
2 0 0∶ 14
[𝐴: 𝐵]~ [0 0.5 0 ∶ −4.5 ]
0 0 −2 ∶ −10
: 𝑅2 → 𝑅2 − 𝑅1 , 𝑅3 → 𝑅3 − 2𝑅1
1 1 1∶ 9
[𝐴: 𝐵]~ [0 −3 2: − 1 ]
0 −1 −3: − 15
𝑅1 → 3𝑅1 + 𝑅2 𝑅3 → 𝑅2 − 3𝑅3
3 0 5 ∶ 26
[𝐴: 𝐵]~ [0 −3 2: − 1 ]
0 0 11 ∶ 44
1
𝑅3 → 𝑅
11 3
3 0 5 ∶ 26
[𝐴: 𝐵]~ [0 −3 2: − 1 ]
0 0 1 ∶ 4
𝑅1 → 𝑅1 − 5𝑅3 . 𝑅2 → −2𝑅3 + 𝑅2
3 0 0∶ 6
[𝐴: 𝐵]~ [0 −3 0: − 9 ]
0 0 1 ∶ 4
Solving the above equations, we get, (𝐱,𝐲,𝐳)=(2,𝟑,4) is the required solution.
Solution:-
1 −2 3: 2
[𝐴: 𝐵]~ [0 5 −5 ∶ −2]
0 5 −8 ∶ 1
𝑅3 → 𝑅3 − 𝑅2
1 −2 3: 2
[𝐴: 𝐵]~ [0 5 −5 ∶ −2]
0 0 −3 ∶ 3
−1
𝑅3 → 𝑅
3 3
1 −2 3: 2
[𝐴: 𝐵]~ [0 5 −5 ∶ −2]
0 0 1 ∶ −1
𝑅1 → 𝑅1 − 3𝑅3 , 𝑅2 → 𝑅2 + 5𝑅3
1 −2 0: 5
[𝐴: 𝐵]~ [0 5 0 ∶ −7]
0 0 1 ∶ −1
𝑅2 → 2𝑅2 + 5𝑅1
5 0 0: 11
[𝐴: 𝐵]~ [0 5 0 ∶ −7]
0 0 1 ∶ −1
Solving the above equations, we get,
(𝐱𝟏 ,𝐱𝟐 , 𝐱𝟑)= (2.2 ,-1.4,-1) is the required solution.
Check the diagonal dominant, that is three diagonal coefficient (𝐚𝟏, 𝐛𝟐, 𝐜 )
are not zero and large compare to sum of other two components.
NOTE: -
1. Assume the initial approximation values x0 = y0= z0 = 0
Problems
1. Solve the following system of the equation by Gauss Seidel iterative method
10𝑥 + 𝑦 + 𝑧 = 12 ; 𝑥 + 10𝑦 + 𝑧 = 12 ; 𝑥 + 𝑦 + 10𝑧 = 12
Solution:
Assume initial approximation value x0 = y0= z0 = 0
The given system of equations are diagonally dominant and the equations are put in
the form of
1
𝑥= (12 − 𝑦 − 𝑧)
10
1
𝑦 = (12 − 𝑥 − 𝑧)
10
1
𝑧= (12 − 𝑦 − 𝑥)
10
First iteration:
1
𝑥 (1) = (12 − 0 − 0) = 1.2 ;
10
1
𝑦 (1) = (12 − 1.2 − 0) = 1.08 ;
10
(1) 1
𝑧 = (12 − 1.2 − 1.08) = 0.972
10
Second iteration:
1
𝑥 (2) = (12 − 1.08 − 0.972) = 0.9948 ;
10
1
𝑦 (2) = (12 − 0.9948 − 0.972) = 1.00332 ;
10
1
𝑧 (1) = (12 − 0.9948 − 1.00332) = 1.000188
10
Third iteration:
1
𝑥 (3) = (12 − 1.00332 − 1.000188) = 099965 ;
10
Fourth iteration:
1
𝑥 (4) = (12 − 1.00002 − 1.00003) = 0999995 ≈ 1 ;
10
1
𝑦 (4) = (12 − 1 − 1.00003 ) = 099997 ≈ 1 ;
10
1
𝑧 (4) = (12 − 1 − 1) = 1 ;
10
2. Solve the following system of the equation by Gauss Seidel iterative method
20𝑥 + 𝑦 − 2𝑧 = 17 ; 3𝑥 + 20𝑦 − 𝑧 = −18 ; 2𝑥 − 3𝑦 + 20𝑧 = 25
Solution:
Assume initial approximation value x0 = y0= z0 = 0
The given system of equations are diagonally dominant and the equations are put in
1
the form of 𝑥 = (17 − 𝑦 + 2𝑧)
20
1
𝑦= (−18 − 3𝑥 + 𝑧)
20
1
𝑧= (25 − 2𝑥 + 3𝑦)
20
First iteration:
𝑥 (1) = 0.85
𝑦 (1) = −1.0275 ;
𝑧 (1) = 1.0109
Second iteration:
𝑥 (2) = 1.0025 ;
𝑦 (2) = −0.9998;
𝑧 (1) = 0.9998
Third iteration:
𝑥 (3) = 0.99997 ≈ 1
𝑦 (3) = −1.0000055 ≈ −1
𝑧 (1) = 1.0000022 ≈ 1 ;
𝑇ℎ𝑢𝑠 𝑥 = 1 , 𝑦 = −1 , 𝑧 = 1
First iteration:
1
𝑥 (1) = (12 − 0 − 3) = 1.8 ;
5
(1) 1
𝑦 = (15 − 1.8 − 6) = 1.8 ;
4
(1) 1
𝑧 = (20 − 2 ∗ 1.8 − 1.8) = 2.92
5
Second iteration:
𝑥 (2) = 1.096 ;
𝑦 (2) = 2.016 ;
𝑧 (1) = 2.9744
Third iteration:
𝑥 (3) = 0.9987 ;
𝑦 (3) = 2.013
𝑧 (3) = 2.995 ;
Fourth iteration:
𝑥 (4) = 0.9958 ;
𝑦 (4) = 2.0036 ;
𝑧 (4) = 2.9994 ;
4. Solve the following system of the equation by Gauss Seidel iterative method
5𝑥 − 𝑦 = 9 ; 𝑥 − 5𝑦 + 𝑧 = −4 ; 𝑦 − 5𝑧 = 6
Answer :
Assume initial approximation value x0 = y0= z0 = 0
First iteration:
1
𝑥 (1) = (9 + 0) = 1.8 ;
5
(1) 1
𝑦 = (4 + 1.8 + 0) = 1.16 ;
5
(1) 1
𝑧 = (6 − 1.16) = −0.9680
−5
Second iteration:
𝑥 (2) = 2.0320 ;
𝑦 (2) = 1.0128 ;
𝑧 (1) = −09974
Third iteration:
𝑥 (3) = 2.0026 ;
𝑦 (3) = 1.0010
𝑧 (3) = −0.9998 ;
Fourth iteration:
𝑥 (4) = 2.0002 ;
𝑦 (4) = 1.0001 ;
𝑧 (4) = −1.000 ;
Thus 𝑥 = 2 , 𝑦 = 1 , 𝑧 = −1
Problems
1. Determine the largest Eigen value and the corresponding Eigen vector of the
2 −1 0
matrix [−1 2 −1] using the power method.
0 −1 2
2 −1 0 1 2.5 1
(1)
𝐴𝑋 = [−1 2 −1] [−0.5] = [−2] = 2.5 [−0.8] = 𝜆(2) 𝑋 (2)
0 −1 2 0 0.5 0.2
2 −1 0 1 2.8 1
(2)
𝐴𝑋 = [−1 2 −1] [−0.8] = [−2.8] = 2.8 [ −1 ] = 𝜆(3) 𝑋 (3)
0 −1 2 0.2 1.2 0.429
2 −1 0 1 3 0.875
(3)
𝐴𝑋 = [−1 2 −1] [ −1 ] = [−3.429] = 3.429 [ −1 ] = 𝜆(4) 𝑋 (4)
0 −1 2 0.429 1.858 0.542
2 −1 0 0.875 2 0.875
(4)
𝐴𝑋 = [−1 2 −1] [ −1 ] = [−3.417] = 3.417 [ −1 ] = 𝜆(5) 𝑋 (5)
0 −1 2 0.542 2.084 0.610
Hence the largest Eigen value 𝛌=𝟑.𝟒𝟎𝟖≃𝟑.𝟒𝟏 and the corresponding Eigen vector is
0.742
𝐗=[ −1 ]
0.671
Hence the largest Eigen value 𝛌=𝟖 and the corresponding Eigen vector is
1
𝐗=[−0.5]
0.5
3. Determine the largest Eigen value and the corresponding Eigen vector of the matrix
4 1 −1
[ 2 3 −1] by taking the initial approximation to the eigen vector as
−2 1 5
[1 , 0.8 , − 0.8 ]𝑇 . Perform 5 iterations.
4 1 −1 1
(0)
𝐿𝑒𝑡 𝐴 = [ 2 3 −1] 𝑎𝑛𝑑 𝑙𝑒𝑡 𝑋 = [ 0.8 ] 𝑏𝑒 𝑡ℎ𝑒 𝑖𝑛𝑖𝑡𝑖𝑎𝑙
−2 1 5 −0.8
4 1 −1 1 5.96 1
(2)
𝐴𝑋 =[ 2 3 −1] [ 0.98 ] = [ 5.92 ] = 5.96 [ 0.99 ] = 𝜆(3) 𝑋 (3)
−2 1 5 −0.98 −5.92 −0.99
4 1 −1 1 5.98 1
(3)
𝐴𝑋 =[ 2 3 −1] [ 0.99 ] = [ 5.96 ] = 5.98 [ 0.997 ] = 𝜆(4) 𝑋 (4)
−2 1 5 −0.99 −5.96 −0.997
4 1 −1 1 5.994 1
(4)
𝐴𝑋 =[ 2 3 −1] [ 0.997 ] = [ 5.988 ] = 5.994 [ 0.999 ] = 𝜆(5) 𝑋 (5)
−2 1 5 −0.997 −5.988 −0.999
1
Answer:- 𝛌=5.994 𝐚𝐧𝐝 𝐗=[ 0.999 ]
−0.999
4. Determine the largest Eigen value and the corresponding Eigen vector of the
2 0 1
matrix [0 2 0] using the power method.
1 0 2
Solution :
2 0 1 1
(0)
𝐿𝑒𝑡 𝐴 = [0 2 0] 𝑎𝑛𝑑 𝑙𝑒𝑡 𝑋 = [0] 𝑏𝑒 𝑡ℎ𝑒 𝑖𝑛𝑖𝑡𝑖𝑎𝑙
1 0 2 0
2 0 1 1 2 1
(0)
𝐴𝑋 = [0 2 0] [0] = [0] = 2 [ 0 ] = 𝜆(1) 𝑋 (1)
1 0 2 0 1 0.5
2 0 1 1 2.5 1
(1)
𝐴𝑋 = [0 2 0] [ 0 ] = [ 0 ] = 2.5 [ 0 ] = 𝜆(2) 𝑋 (2)
1 0 2 0.5 2 0.8
2 0 1 1 2.93 1
(3)
𝐴𝑋 = [0 2 0] [ 0 ] = [ 0 ] = 2.93 [ 0 ] = 𝜆(4) 𝑋 (4)
1 0 2 0.93 2.86 0.98
2 0 1 1 2.98 1
(4)
𝐴𝑋 = [0 2 0] [ 0 ] = [ 0 ] = 2.98 [ 0 ] = 𝜆(5) 𝑋 (5)
1 0 2 0.98 2.96 0.99
2 0 1 1 2.99 1
(5)
𝐴𝑋 = [0 2 0] [ 0 ] = [ 0 ] = 2.99 [ 0 ] = 𝜆(6) 𝑋 (6)
1 0 2 0.99 2.98 0.997
2 0 1 1 2.997 1
(6)
𝐴𝑋 = [0 2 0] [ 0 ] = [ 0 ] = 2.997 [ 0 ] = 𝜆(7) 𝑋 (7)
1 0 2 0.997 2.994 0.999
Hence the largest Eigen value 𝛌=2.997≃𝟑 and the corresponding Eigen vector is
1 1
𝐗=[ 0 ]≃[0]
0.999 1
5. Determine the largest Eigen value and the corresponding Eigen vector of the
25 1 2
matrix [ 1 3 0 ] using the power method.
2 0 −4
25 1 2 1
(0)
Solution: 𝐿𝑒𝑡 𝐴 = [ 1 3 0 ] 𝑎𝑛𝑑 𝑙𝑒𝑡 𝑋 = [0] 𝑏𝑒 𝑡ℎ𝑒 𝑖𝑛𝑖𝑡𝑖𝑎𝑙
2 0 −4 0
25 1 2 1 25 1
(0)
𝐴𝑋 = [ 1 3 0 ] [0] = [ 1 ] = 25 [0.04] = 𝜆(1) 𝑋 (1)
2 0 −4 0 2 0.08
25 1 2 1 25.2 1
(1)
𝐴𝑋 = [ 1 3 0 ] [0.04] = [1.12] = 25.2 [0.04] = 𝜆(2) 𝑋 (2)
2 0 −4 0.08 1.68 0.07