Consider the problem of finding an eigenvalue of an n x n matrix A when an approximate

Question:

Consider the problem of finding an eigenvalue of an n x n matrix A when an approximate eigenvector v is known. Since v is not exactly correct, the equation Av = λv will probably not have a solution. However, λ can be estimated by a least-squares solution when (1) is viewed properly. Think of v as an n x 1 matrix V , think of λ as a vector in R1, and denote the vector Av by the symbol b. Then (1) becomes b = λV , which may also be written as Vλ = b. Find the least-squares solution of this system of n equations in the one unknown λ, and write this solution using the original symbols. The resulting estimate for λ is called a Rayleigh quotient.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Linear Algebra And Its Applications

ISBN: 9781292351216

6th Global Edition

Authors: David Lay, Steven Lay, Judi McDonald

Question Posted: