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Chapter 5 - Eigenvalue

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Sathya Gananaathaa Sattiamurti
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61 views8 pages

Chapter 5 - Eigenvalue

Uploaded by

Sathya Gananaathaa Sattiamurti
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Power method

1
1 2 3 𝑣 𝐴𝑣
𝑚
𝐴𝑥 𝜆𝑥 𝐴 2 3 4
3 4 5 𝑚 =largest eigenvalue
Eigen value (absolute value of 𝐴𝑣 )
𝜆 𝜆 ,𝜆 ,𝜆 9.623, 0.623,0
Find the dominant eigenvalue and corresponding eigenvector of matrix A
using power method with 𝑣 0,1,0 . Use 4 decimal places (4 DP) for
all calculation.

𝝀𝟏 𝝀𝟐 ⋯ 𝝀𝒏 𝒕𝒓𝒂𝒄𝒆 𝑨

𝝀𝟏 ⋅ 𝝀𝟐 ⋅ ⋯ ⋅ 𝝀 𝒏 𝑫𝒆𝒕 𝑨 𝑨
1 2 3 Power method 1
𝑣 𝐴𝑣
𝐴 2 3 4 𝑚
3 4 5
𝑚 =largest
eigenvalue
(absolute value
of 𝐴𝑣 )
Shifted Power method
Let eigenvalue/vector of A is 𝜆 , 𝜆 , 𝜆 , 𝑣 , 𝑣 , 𝑣 where 𝜆 𝜆 𝜆
Then if 𝑩 𝑨 𝒑𝑰 , then eigenvalue of B is
𝜆 𝜆 𝑝 𝜆 ,𝜆 ,𝜆 𝜆 𝑝, 𝜆 𝑝, 𝜆 𝑝 , 𝑣 ,𝑣 ,𝑣

Given matrix A with all the eigenvalues are positive


4 1 1
𝐴 Eigen value
2 3 1
𝜆 𝜆 ,𝜆 ,𝜆 6,4,2
2 1 5
(a) Find the dominant eigenvalue and corresponding eigenvector of A using
power method starting with 𝑣 1,0,0
(b) Find the smallest magnitude eigenvalue and corresponding eigenvector of
A using shifted power method starting with 𝑣 1,0,0
(c) Find another one eigenvalue of A
Use 2 decimal places (2 DP) for all calculation and use 𝜖 0.01 in stopping
criteria.
Shifted Power method 1
𝑣 𝐴𝑣
𝑚
4 1 1
Eigen value
𝐴 2 3 1 𝑚 =largest
𝜆 𝜆 ,𝜆 ,𝜆 6,4,2
2 1 5 eigenvalue
Use power method to find dominant eigenvalue of (absolute value
matrix A of 𝐴𝑣 )

Stopping criteria
𝑚 𝑚 0.00 𝜖
0.01
The dominant eigenvalue of A
𝜆 𝜆 𝑚 6.00
𝑣 𝑣 𝑣
1.00, 1.00, 1.00
Shifted Power method 1
𝑣 𝐵𝑣
𝐵 𝐴 6𝐼 𝑚
4 1 1 1 0 0 2 1 1
2 3 1 6 0 1 0 2 3 1 𝑚 =largest
2 1 5 0 0 1 2 1 1 eigenvalue
Eigen value (absolute value
𝜆 𝜆 6 6,4,2 6 0, 2, 4 of 𝐵𝑣 )
Stopping criteria
𝑚 𝑚 0.00 𝜖
0.01
The dominant eigenvalue of B
𝜆 𝜆 𝑚 4.00
𝜆 𝜆 6
𝜆 6 𝜆 6 4 2.00
𝑣 𝑣
1.00, 1.00,1.00
(c) Find another eigenvalue of matrix A
𝜆 𝜆 𝜆 𝑡𝑟𝑎𝑐𝑒 𝐴
6.00 𝜆 2.00 4 3 5
𝜆 12 8 4
Shifted Power method
Exercise!
3 2 1
𝐴 2 3 0 Eigen value
1 0 3 𝜆 𝜆 ,𝜆 ,𝜆 5.236,3.000,0.764

(a) Find the dominant eigenvalue and corresponding eigenvector of A using


power method starting with 𝑣 1,0.33,0.33
(b) Find the smallest magnitude eigenvalue and corresponding eigenvector of
A using shifted power method starting with 𝑣 1,0,0 and p=5.2
(c) Find another one eigenvalue of A
Use 2 decimal places (2 DP) for all calculation and use 𝜖 0.05 in stopping
criteria.
Shifted Power method
3 2 1 Exercise!
𝐴 2 3 0 Eigen value
1 0 3 𝜆 𝜆 ,𝜆 ,𝜆 5.236,3.0,0.764 1
𝑣 𝐴𝑣
𝑚
Use power method to find dominant eigenvalue of
matrix A 𝑚 =largest
𝑘 𝑣 𝐴𝑣 𝑚 eigenvalue
(absolute value
0 [1.00,0.33,0.33] [3.99,2.99,1.99] 3.99 of 𝐴𝑣 )
1
2 Stopping criteria
3 𝑚 𝑚 ?? 𝜖
0.05
4 The dominant eigenvalue of A
𝜆 𝜆 𝑚? ?
5 𝑣 𝑣 𝑣? ?,?,?
Shifted Power method
Exercise!
𝐵 𝐴 5.2𝐼
3 2 1 1 0 0 2.2 2 1
2 3 0 5.2 0 1 0 2 2.2 0
1 0 3 0 0 1 1 0 2.2
Eigen value 1
𝑣 𝐵𝑣
𝜆 𝜆 5.2𝐼 5.236,3.000,0.764 5.2 𝑚
0.036, 2.2, 4.436
𝑚 =largest
𝑘 𝑣 𝐵𝑣 𝑚 eigenvalue
0 1.00,0.00,0.00 2.20,2.00,1.00 -2.20 (absolute value
1 of 𝐵𝑣 )
Stopping criteria
2 𝑚? 𝑚 ? 𝜖 0.05
3 The dominant eigenvalue of B
𝜆 𝜆 𝑚 ?
4 𝜆 𝜆 5.2
𝜆 5.2 𝜆 5.2 ? ?
5 𝑣 𝑣? ??,?

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