The power method and its variants

[5/60%]
Show
LaTeX

Find a dominant eigenpair for A=(723020−6−2−2)\mathbf{A} = \begin{pmatrix} 7 & 2 & 3 \\ 0 & 2 & 0 \\ -6 & -2 & -2 \end{pmatrix} by the power method.

?

Apply the inverse power method to find an eigenvector for each of the eigenvalues of the matrix A\mathbf{A} in Exercise 7.3.13.

?

Explain why the function m(v→)m(\overrightarrow {v}) used in the development of the power method is not a continuous function, so statements like m(x→n)→m(x→)m(\overrightarrow {x}_n) \to m(\overrightarrow {x}) when x→n→x→\overrightarrow {x}_n \to \overrightarrow {x} are not valid. Nevertheless, if lim⁡n→∞x→n≠0→\lim_{n\to \infty } \overrightarrow {x}_n \ne \overrightarrow {0}, then lim⁡n→∞m(x→n)≠0\lim_{n\to \infty } m(\overrightarrow {x}_n) \ne 0.

?

Let AA be an n×nn \times n normal matrix over C\mathbb {C}. How would one apply genetic algorithms to find the eigenvalues of AA. This means we have to construct a fitness function ff with the minima as the eigenvalues. The eigenvalue equation is given by Ax→=zx→A\overrightarrow {x}=z\overrightarrow {x} (z∈Cz \in \mathbb {C} and x→∈Cn\overrightarrow {x} \in \mathbb {C}^{n} with x→≠0→\overrightarrow {x} \neq \overrightarrow {0}). The characteristic equation is p(z)≡det⁡(A−zIn)=0p(z) \equiv \operatorname {det}\left(A-zI_{n}\right)=0. What would be a fitness function? Apply it to the matrices

B=(0−ii0),C=(0ii0),D=(001010100). B = \begin{pmatrix} 0 & -i \\ i & 0 \end{pmatrix}, \qquad C = \begin{pmatrix} 0 & i \\ i & 0 \end{pmatrix}, \qquad D = \begin{pmatrix} 0 & 0 & 1 \\ 0 & 1 & 0 \\ 1 & 0 & 0 \end{pmatrix}.
?

The power method is the simplest algorithm for computing eigenvectors and eigenvalues. Consider the vector space Rn\mathbb {R}^{n} with the Euclidean norm ∥x→∥\left\| \overrightarrow {x}\right\| of a vector x→∈Rn\overrightarrow {x} \in \mathbb {R}^{n}. The iteration is as follows: Given a nonsingular n×nn \times n matrix MM and a vector x→0\overrightarrow {x}_{0} with ∥x→0∥=1\left\| \overrightarrow {x}_{0}\right\| =1. One defines

x→t+1=Mx→t∥Mx→t∥,t=0,1,… \overrightarrow {x}_{t+1} = \frac{M\overrightarrow {x}_{t}}{\left\| M\overrightarrow {x}_{t}\right\| }, \qquad t=0,1,\ldots

This defines a dynamical system on the sphere Sn−1S^{n-1}. Since MM is invertible we have

x→t=M−1x→t+1∥M−1x→t+1∥,t=0,1,… \overrightarrow {x}_{t} = \frac{M^{-1}\overrightarrow {x}_{t+1}}{\left\| M^{-1}\overrightarrow {x}_{t+1}\right\| }, \qquad t=0,1,\ldots
?
(i)

Apply the power method to the nonnormal matrix

A=(1101)andx→0=(10). A = \begin{pmatrix} 1 & 1 \\ 0 & 1 \end{pmatrix} \quad \text{and} \quad \overrightarrow {x}_{0} = \begin{pmatrix} 1 \\ 0 \end{pmatrix}.
(ii)

Apply the power method to the Bell matrix

B=12(1001011001−10100−1)andx→0=(1000). B = \frac{1}{\sqrt{2}}\begin{pmatrix} 1 & 0 & 0 & 1 \\ 0 & 1 & 1 & 0 \\ 0 & 1 & -1 & 0 \\ 1 & 0 & 0 & -1 \end{pmatrix} \quad \text{and} \quad \overrightarrow {x}_{0} = \begin{pmatrix} 1 \\ 0 \\ 0 \\ 0 \end{pmatrix}.
(iii)

Consider the 3×33 \times 3 symmetric matrix over R\mathbb {R}

A=(2−10−12−10−12). A = \begin{pmatrix} 2 & -1 & 0 \\ -1 & 2 & -1 \\ 0 & -1 & 2 \end{pmatrix}.

Find the largest eigenvalue and the corresponding eigenvector using the power method. Start from the vector

v→=(111)⇒Av→=(101),A2v→=(2−22). \overrightarrow {v} = \begin{pmatrix} 1 \\ 1 \\ 1 \end{pmatrix} \quad \Rightarrow \quad A\overrightarrow {v} = \begin{pmatrix} 1 \\ 0 \\ 1 \end{pmatrix}, \qquad A^{2}\overrightarrow {v} = \begin{pmatrix} 2 \\ -2 \\ 2 \end{pmatrix}.

The largest eigenvalue is λ=2+2\lambda =2+\sqrt{2} with the eigenvector (1−21)T\begin{pmatrix} 1 & -\sqrt{2} & 1 \end{pmatrix}^{T}.

References

[Mey00] Meyer C.D. Matrix Analysis and Applied Linear Algebra. SIAM, 2000.
[StHa17] Steeb W., Hardy Y. Problems and Solutions in Introductory and Advanced Matrix Calculus. 2nd ed., World Scientific Publishing, 2017.