Numerical

Methods
Lecture-11
[MA-200]
ARISHA ALI
 Numerical Computation of
Eigen Value

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 Power Method

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 Eigen Value and Eigen Vector
Let 𝐴 be the square matrix of order 𝑛 × 𝑛, then a number (real or complex) λ is
said to be eigen value of matrix 𝐴, if there exist a relation column matrix 𝑋 of
order 𝑛 × 1 such that
𝐴𝑋 − λ𝑋 = 0
𝐴 − λ𝐼 𝑋 = 0
Eigen value is also called proper value, latent value or characteristic value.
Eigen vector is also called proper vector, latent vector or characteristic vector.

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 How to find Eigen value
Characteristic equation of matrix A
𝐴 − λ𝐼 = 0
Solution of characteristic equation is called eigen value.
For example:
0 1
𝐴=
1 0
−λ 1
𝐴 − λ𝐼 = = λ2 − 1 = λ = −1, 1
1 −λ

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 How to find Eigen Vector
λ = λ1 , λ2 , … , λ𝑛
𝐴 − λ𝐼 𝑋 = 0 ------- (1)
Solution of equation (1) for any eigen value λ i.e., 𝑋 is called eigen vector of
matrix 𝐴 corresponding to λ = λ𝑖
For Example: For λ = −1
−λ 1 1 1
=
1 −λ 1 1
A𝑥 = 0

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 How to find Eigen Vector
1 1 𝑥1 0
=
1 1 𝑥2 0
1 1 0
(𝐶𝑜𝑛𝑣𝑒𝑟𝑡 𝑖𝑛 𝑟𝑟𝑒𝑓)
1 1 0
1 1 0
0 0 0
𝑥1 = −1
𝑥2 = 1
𝑥1 −1
𝑥2 =
1

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 How to find Eigen Vector
For λ = 1
−λ 1 −1 1
=
1 −λ 1 −1
A𝑥 = 0
−1 1 𝑥1 0
=
1 −1 𝑥2 0
−1 1 0
(𝐶𝑜𝑛𝑣𝑒𝑟𝑡 𝑖𝑛 𝑟𝑟𝑒𝑓)
1 −1 0

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 How to find Eigen Vector
1 −1 0
0 0 0
𝑥1 = 1
𝑥2 = 1
𝑥1 1
𝑥2 =
1
−1
Eigen Value = −1, Eigen Vector =
1
1
Eigen Value = 1, Eigen Vector =
1

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 Power Method
The power method is an iterative technique used to determine the dominant eigen
value of a matrix.
Dominant Eigen Value:

Consider 𝐴𝑖,𝑗 and λ1 , λ2 , … , λ𝑛 are the eigen values of A such that

𝑛×𝑛

λ1 ≥ λ2 ≥ λ3 ≥ ⋯ ≥ λ𝑛
Then λ1 is known as dominant eigen value

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 Working Rule
𝑇
 Take an initial iterative vector 1 0 0…0 0 = 𝑦 (0)
 Then the first iteration is 𝑦 (1) = 𝐴𝑦 (0) = 𝑘1 𝑧1 whereas 𝑘1 is the largest Eigen
value.
 Then for second value we have to put 𝑧1 in the next step to get the second
iteration value 𝑦 (2) = 𝐴𝑧1 = 𝑘2 𝑧2
 By continuing in this way, the iteration will stop if 𝑦 (𝑝) and 𝑦 (𝑝+1) are nearly
equal, then 𝑘 (𝑝+1) is called dominant eigen value and 𝑧 (𝑘+1) is called the
dominant eigen vector.

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 Example
Apply power method to evaluate the dominant eigen value and eigen vector

2 2 1
1 3 1
1 2 2
Solution: Let

2 2 1
𝐴= 1 3 1
1 2 2
and take 𝑦 (0) = 1 0 0 𝑇 be an initial vector

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1st Iteration:

2 2 1 1 2+0+0 2 1
𝑦 (1) = 𝐴𝑦 (0) = 1 3 1 0 = 1 + 0 + 0 = 1 = 2 0.5
1 2 2 0 1+0+0 1 0.5
𝑘1 = 2, 𝑧1 = 1 0.5 0.5 𝑇

2nd Iteration:

2 2 1 1 2 + 1.0 + 0.5 3.5 1

𝑦 (2) = 𝐴𝑧1 = 1 3 1 0.5 = 1 + 1.5 + 0.5 = 3 = 3.5 0.86
1 2 2 0.5 1 + 1.0 + 1.0 3 0.86
𝑇
𝑘2 = 3.5, 𝑧2 = 1 0.86 0.86

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3rd Iteration:

2 2 1 1 4.58 1
𝑦 (3) = 𝐴𝑧2 = 1 3 1 0.86 = 4.44 = 4.58 0.97
1 2 2 0.86 4.44 0.97
𝑘3 = 4.58, 𝑧3 = 1 0.97 0.97 𝑇

4th Iteration:

2 2 1 1 4.91 1
𝑦 (4) = 𝐴𝑧3 = 1 3 1 0.97 = 4.88 = 4.91 0.99
1 2 2 0.97 4.88 0.99
𝑇
𝑘4 = 4.91, 𝑧4 = 1 0.99 0.99

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5th Iteration:

2 2 1 1 4.97 1 1
𝑦 (5) = 𝐴𝑧4 = 1 3 1 0.99 = 4.96 = 4.97 0.99 = 4.97 1
1 2 2 0.99 4.96 0.99 1
𝑘5 = 4.97, 𝑧5 = 1 1 𝑇
1
6th Iteration:

2 2 1 1 5 1
𝑦 (6) = 𝐴𝑧5 = 1 3 1 1 = 5 =5 1
1 2 2 1 5 1
𝑇
𝑘6 = 5, 𝑧6 = 1 1 1

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 So dominant Eigen value is λ = 5
And dominant Eigen vector is 1 1 𝑇
1

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 Practice Problems

Exercise 9.3
Q1, Q2

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 Quiz # 2

Wednesday 21 April 2021

Regula Falsi Method to Power method
Lecture # 6 to Lecture # 11

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