Question: Suppose the n n matrix A has eigenvalues 1, . . . , n ordered by |1| > |2| > |3|
|λ1| > |λ2| > |λ3| ≥ ··· ≥ |λn|,
with linearly independent eigenvectors v(1), v(2), . . . , v(n).
a. Show that if the Power method is applied with an initial vector x(0) given by
x(0) = β2v(2) + β3v(3) +· · ·+ βnv(n),
then the sequence {μ(m)} described in Algorithm 9.1 will converge to λ2.
b. Show that for any vector x = ∑ni=1 βiv(i), the vector x(0) = (A − λ1I) x satisfies the property given in part (a).
c. Obtain an approximation to λ2 for the matrices in Exercise 1.
d. Show that this method can be continued to find λ3 using x(0) = (A − λ2I) (A − λ1I)x.
Step by Step Solution
3.45 Rating (171 Votes )
There are 3 Steps involved in it
The Power method was applied to the matrices in Exercise 1 using x 0 a... View full answer
Get step-by-step solutions from verified subject matter experts
Document Format (1 attachment)
731-M-N-A-N-L-A (873).docx
120 KBs Word File
