Suppose the 3 × 3 matrix A has eigenvalues λ1 = −6, λ2 = −2, and λ3 = 5.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.4: The Singular Value Decomposition
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 Suppose the 3 × 3 matrix A has eigenvalues λ1 = −6, λ2 = −2, and λ3 = 5.

 

Let v be randomly chosen vector in R³. Set
and for k> 0 set
Ik+1 =
xo
V
||v|| '
(A +41)-¹k
||(A+41)-¹||'
Xo = xo (A +41)-¹xo
Ak
Ak+1 = Xk+1¹(A +41)-¹Xk+1
i. What are the eigenvalues of A + 4I?
ii. What are the eigenvalues of (A +41)−¹?
iii. What number do you expect to converge to?
iv. What number do you expect
4 to converge to?
v. For large k, æk is approximately an eigenvector corresponding to which eigenvalue of A?
37
(6)
Transcribed Image Text:Let v be randomly chosen vector in R³. Set and for k> 0 set Ik+1 = xo V ||v|| ' (A +41)-¹k ||(A+41)-¹||' Xo = xo (A +41)-¹xo Ak Ak+1 = Xk+1¹(A +41)-¹Xk+1 i. What are the eigenvalues of A + 4I? ii. What are the eigenvalues of (A +41)−¹? iii. What number do you expect to converge to? iv. What number do you expect 4 to converge to? v. For large k, æk is approximately an eigenvector corresponding to which eigenvalue of A? 37 (6)
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