Question 6.2.4: For the matrix A given in Example 1, find the eigenvalue tha...
For the matrix A given in Example 1, find the eigenvalue that is closest to c = 4.
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We start by setting
B=A-4 I_5=\left[\begin{array}{rrrrr}241 & -254 & -252 & -46 & -224 \\161 & -172 & -174 & -32 & -148 \\-39 & 40 & 41 & 7 & 38 \\27 & -28 & -32 & -10 & -26 \\110 & -113 & -110 & -21 & -105\end{array}\right]
Now we apply the Inverse Power Method to B, starting out with the vector x_0 = (5, 4, 3, 2, 1). Table 6 includes every fifth iteration.
We can see that λ = 0.5 is an eigenvalue for B^{−1}, so that λ = 2 is an eigenvalue for B. By shifting back, we find that λ4 = 2 + 4 = 6 is an eigenvalue for A, with associated eigenvector u = (1, 0.5, 0, 0, 0.5).We check this by computing
A u=\left[\begin{array}{rrrrr}245 & -254 & -252 & -46 & -224 \\161 & -168 & -174 & -32 & -148 \\-39 & 40 & 45 & 7 & 38 \\27 & -28 & -32 & -6 & -26 \\110 & -113 & -110 & -21 & -101\end{array}\right]\left[\begin{array}{c}1.0 \\0.5 \\0 \\0 \\0.5\end{array}\right]=\left[\begin{array}{l}6 \\3 \\0 \\0 \\3\end{array}\right]=6 u
k | x_k | s_k |
5 | (1.0000, 0.5363, −0.0292, 0.0141, 0.4931) | 0.9416 |
10 | (1.0000, 0.4936, 0.0051, −0.0026, 0.5013) | 0.4616 |
15 | (1.0000, 0.5008, −0.0006, 0.0003, 0.4998) | 0.5053 |
20 | (1.0000, 0.4999, 0.0001, 0.0000, 0.5000) | 0.4993 |
25 | (1.0000, 0.5000, 0.0000, 0.0000, 0.5000) | 0.5001 |
30 | (1.0000, 0.5000, 0.0000, 0.0000, 0.5000) | 0.5000 |
35 | (1.0000, 0.5000, 0.0000, 0.0000, 0.5000) | 0.5000 |
Table 6 The Shifted Inverse PowerMethod (Example 4) |