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Eigen Values and Eigen Vectors Using Power Method

The document discusses the power method for approximating the dominant eigenvalue and corresponding eigenvector of a matrix. It defines eigenvalues and eigenvectors. The power method iteratively computes Anx0, where x0 is an initial vector, to obtain better approximations of the dominant eigenvector with each iteration. Two examples demonstrate applying the power method to matrices and obtaining the dominant eigenvalue and eigenvector to three significant figures within 10-11 iterations. Exercises are provided to use the power method on additional matrices.

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360 views

Eigen Values and Eigen Vectors Using Power Method

The document discusses the power method for approximating the dominant eigenvalue and corresponding eigenvector of a matrix. It defines eigenvalues and eigenvectors. The power method iteratively computes Anx0, where x0 is an initial vector, to obtain better approximations of the dominant eigenvector with each iteration. Two examples demonstrate applying the power method to matrices and obtaining the dominant eigenvalue and eigenvector to three significant figures within 10-11 iterations. Exercises are provided to use the power method on additional matrices.

Uploaded by

ajay_tinku_2
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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EIGEN VALUES AND

EIGEN VECTORS:
POWER METHOD
Lecture 1: (a) Definition.
(b) Power Method.

1. Introduction
Let A be a
scalar such that

matrix. A non-zero vector

is an eigenvector of A if there exists a

.
The scalar is called the eigenvalue of the matri A, corresponding to the eigenvector .
Let
be the eigenvalues of a
matrix A. If
(i = 2, 3
n), then is called the dominant eigenvalue of A and the eigenvectors corresponding to
, are called dominant eigenvectors.
Let us consider a system
for which we want to find the eigenvalues and eigenvectors. The standard method for that
is to solve for the roots of of the characteristic equation

When A is large, this method is totally impractical. Evaluating the determinant of a


matrix is a huge task, when n is large and solving the resulting n-th degree
polynomial equation for is another additional task on top of that.
The power method is a simple iteration method that can be used to find and
for a
given matrix A, where is the largest eigenvalue and
is the corresponding
eigenvector.
Similarly, the inverse power method is used to find the smallest eigenvalue and its
corresponding vector, which is very similar to power method.

2. Power Method
We first assume that the matrix A has a dominant eigenvalue with the corresponding
dominant eigenvectors. As stated before, the power method for approximating
eigenvalues is iterative. Hence, we start with an initial approximation
of the dominant
eigenvector of A, which must be non-zero. Thus, we obtain a sequence of eigenvectors
given by
=A 0
= A 1 = A (A 0) =
=A 2 = A (
0) =
................................
................................
= A k-1 =A (
0) =
When k is large, we can obtain a good approximation of the dominant eigenvector of A
by properly scaling the sequence.
Example 1: Use power method to approximate a dominant eigenvalue and the
corresponding eigenvector of

correct to 3-significant figures, after 10 iterations.

Solution: We begin with an initial non-zero approximation of dominant eigenvector


as
and obtain the following approximations as
A

From the above step, it is clear that after performing A , the dominant element of the
matrix
is taken out (which is 4.00 in this case, correct to 3- significant figures). The
corresponding vector

will be the new initial vector for the next approximation.

We now obtain the series of approximations as follows:


=
=

,
Therefore, the dominant eigenvalue, correct to 3-significant figure is 2.00 and the
corresponding eigenvector is
.

Example 2: Use power method to approximate a dominant eigenvalue and the


corresponding eigenvector of

, correct to 3-significant figures, after 11

iterations.
Solution: We begin with an initial non-zero approximation of dominant eigenvector
as

and we obtain the following approximations as


= 12.00

As explained in Example 1, we take out the largest element of the resultant matrix
(which is 12 in this case) and

will be our new initial vector. Proceeding in this

manner we obtain a series of approximations as follows:

Therefore, the dominant eigenvalue, correct to 3-significant figure is 4.00 and the
corresponding eigenvector is

Exercises
1. Using Power Method, find the dominant eigenvalue and the corresponding eigenvector
of the following matrices:
(i)

(ii)

(iii)

(iv)

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