Statistics and Numerical Methods: Unit III: Solution of Equations and Eigenvalue Problems

Eigen values of a Matrix by Power Method

Solved Example Problems | Solution of Equations and Eigenvalue Problems

The power method is an iterative technique. The method may not converge very fast. We can accelerate the convergence as well as get Eigenvalues of magnitude intermediate between the largest and smallest by shifting.

FIGENVALUES OF A MATRIX BY POWER METHOD

The power method

The power method is an iterative technique. The method may not converge very fast. We can accelerate the convergence as well as get Eigenvalues of magnitude intermediate between the largest and smallest by shifting. The power method with its variations is fine for small matrices. However, if a matrix has two Eigenvalues of equal magnitude, the method fails in the successive normalization factors alternate between two numbers. The duplicated Eigenvalue in this case is the square root of the product of the alternating normalisation factors. If we want all the Eigenvalues for a larger matrix, there is a better way.


1. Find the numerically largest Eigenvalue of



2. Using power method, find all the Eigenvalues of


 

3. Find the dominant Eigenvalue and the corresponding Eigenvector of



 

4. Find the numerically largest Eigenvalue of



 

5. Obtain by the power method, the dominant Eigenvalue and the corresponding Eigenvector, correct to two decimal places, for the matrix


 

6. Find the numerically largest Eigenvalue of  by power method

Solution : 


 

 

Statistics and Numerical Methods: Unit III: Solution of Equations and Eigenvalue Problems : Tag: : Solved Example Problems | Solution of Equations and Eigenvalue Problems - Eigen values of a Matrix by Power Method


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Statistics and Numerical Methods

MA3251 2nd Semester 2021 Regulation M2 Engineering Mathematics 2 | 2nd Semester Common to all Dept 2021 Regulation