Sulfcent condition for existance

Positive deknite matrix A mati i's Said

4
be positie defnite if the eo oigenauey of
matrix ore positie.
Tt the mati A s de positive defnite hen

LU - decOmposi biorn ewss tor A

o3
Pb: Find the in verse of A 3
3-2

Let

Let

where

Let ALV

I2
3-2 8

(Uis 3)
 I2

AG e

LUCej

r3cut341

C-2

LUG =e,
LYe

f3 Crt 3C2 Cs2 -2

Cn-2C32 C 5
C32
C23
LUCs-ez 3Cst3C33 2
Cas - 2g3
C3

Cu Cia Cis -2

2
2
(h Let A
S

AX
Note:T A is a spanje nat then éaun
del itevative method is Sitable method for
Campre tb 6auss eimuna tion an
Salwing AS=b
Lu-dcenjeoaitton method.

No of eleano Noof non

Sporse motis 2er0s
in mat

Let An bt moteln A scalaY A sted is

a
saud to be eignvalue of the mat Af
there es non-er Ned-r XeR such
tha t
,and X s called the
AX =AX

eigonvector of tha motx A corresþon dra

to he eigtn vae A
(A-1) x =Onx
X 0 |A-AI]=0

Let Anan be a mti

nati Angn cones pondng to the

eigemvaues rÀi d n Tupechvey
p suchn that

PAr -D, here

D:

Bncn is sud to be
 -1

Abo,
ovthogonal matix The
Bnxn is ae ox thdnormal echrs
En: B Sme CasoJ
orthagorc matrit

mathi
A k e ias mnete,rat
(i AT=) orronorma
of Ann
olgimvectors r honoma
Then the
Colurnn of are
vechor s. The
matì
fsorthgona

Let A =

Cos -SinG
Smo
matai x
leasley T is orthogona
That is TT = , = î

-Sins7
-Sno

acye t bSno bootc Sin

Sr

aSm -2SnEOCue
 Taas'eeSmtea,bsinif9 bsno4 (-«) Snge

B is a diogonal mat kix t boso +le-a) Sio

=0
bose C-a
2

Ye the Temain
elenens dE
B are cigin
vauey
29 Let
e -Ton'()
A o + o +2 Sn(2)2
A2 =0 40-2Sn ( =-2
f Usng the Ja cobi method nd, an
abproxiation for all he eigen Values of
the moti.
2
A=
3

Cleovlya1s is, the largest off - dingoral elemert

nurneicaly in the matix A
form a x 2 mati 6, = a
 Cose -Smes
LeE T = Coss
Sne
diagonald mot x

ose -Sn

Sne

sAs
2

2 2

th larget off- dingoal

Cleg
element in the mati E numln ay.
form tho

CosSnno
Sm9
 -Smo
Smo Cos9

tor S, tS hare we are writirg firrt.

Táentity rnabi and eplocing the elemeh

eo&siAs,sf
&s)'AG)f
Let PS, Sz
 eyonvalue
eigen vectos are the colpuvn

Melhod :
Disadvantage of Jacobi
nonsymmetric maticag.
or
)T is NoT abbiable
elements which became aero
off-signo
) The
iteratio be vor- 2ero inthe
may
an
subsegent itenationg
Poweh Method :
A a nbe the elgenvalues of a
Let A |Al>Al>ll>l
such that
eiqenvectors of Ansn
Let x X X be the An TeS þectively
covesponding to A A
Ax, AX,- AXn An
:Ax,,x
Let xeR
CnE R
tscalars ca, ,Ca

4 . . + CnXn
3Ax = CAK, 4 C,AX,
CGA,X2 +
Ax = CiAXi t

keN
 But

-. from O, we get

ko

Similarly, Lt AH
a

a an
Let (Ax), be e conponent of theectr A'
:.LE
ko
(A x) = Lt ca, -, 23,L n
Siloy Lt lAx) =Lt a,,hl,3n

Lt

ko
(A
 rhee

k
ierotins
k’0 meand afer a large nurber of

sutficen o ittny :2,3,n

AEN

Let

Reation-I: Let AV , remeicay

the largest comonent cf
be
Let

Deine
Tteration-2: Let Tumtal
largest cemþonent af thA vecta
Let m e the

AN2ys
combonont of the vechY Yynurt Ymel
Let m, be the Aagest
pefine Vg ma

Let AV-yk here N is the Vectr

Let

lA=mna

Alo, Ve, is the eigenvectur eemes jpondig to :

 403
me
-o-93
t8.949
-196311 Av
Deratibng
m
y V
to.ss AV,
mi
VoLet
- 20
rotny 9Use
ckoreigoNe
ding matix
numericaly
the amd
eigonvalue
hygat the And method Pouoer the Using h
 19.6

--o.ts

-9. 492
m19921
19.2s

Tkrahena -19.9I

14. 9 2

-o999

AVa9.954 mg=19.1s2
-9.33
-I9.9ss

-19.98o31
Derahm q Av = 9.9416
(9.9 80]
-999

1A,l= man

19.9203 9.9416
mam
o.949

rnar (9,9803, 20.i4

The exoct eigenvalues o A
V is the comespon ding eigtm veckor r
umeial lagst elgen Youe.
P> Fnd the Smalest eiqenwalue numerically
mat X A= r2
Use four ieratony
4-1 2
pouder metho d.
eigon vales mah

Lorgest eigon vilue of A we con get.

Th reciþrocal w be the smallet eigen value
for A
Fot Find A,and hnd appromahon for the
largest egen value nunerically of A
A 0.25

et Vo
THaHom 2 -25

m,
ft.24u21

244

V
m3

1.2033 04 20831
o- 0 3

-mad l2059 .9084 1.9051}

largest
A
’ eigenvoue fur

Smalle t eiqenevalue nunericel

(- 034

are 2, 2+2, 2-2

vcles f
The eact eigen 3 4/4 o-siA