Math Problem Statement

Find the dominant eigen value of A = [[1, 6, 1], [1, 2, 0], [0, 0, 3]] using power method

Solution

The power method is an iterative technique used to approximate the dominant (largest) eigenvalue of a matrix. Let's outline the steps and compute the dominant eigenvalue for the given matrix:

Matrix:

A=[161120003]A = \begin{bmatrix} 1 & 6 & 1 \\ 1 & 2 & 0 \\ 0 & 0 & 3 \end{bmatrix}

Step-by-Step Solution:

  1. Choose an initial vector x(0)x^{(0)}.

    • Typically, we choose x(0)=[111]x^{(0)} = \begin{bmatrix} 1 \\ 1 \\ 1 \end{bmatrix}.
  2. Normalize the initial vector x(0)x^{(0)}.

    • Compute the norm of x(0)x^{(0)}:
      x(0)=12+12+12=3\| x^{(0)} \| = \sqrt{1^2 + 1^2 + 1^2} = \sqrt{3}
    • Normalize:
      x(0)=13[111]x^{(0)} = \frac{1}{\sqrt{3}} \begin{bmatrix} 1 \\ 1 \\ 1 \end{bmatrix}
  3. Iteratively compute the matrix-vector product y(k)=Ax(k)y^{(k)} = A x^{(k)} until convergence.

    • At each step, update the vector:
      x(k+1)=y(k)y(k)x^{(k+1)} = \frac{y^{(k)}}{\| y^{(k)} \|}
    • Approximate the dominant eigenvalue as:
      λ(k)=y(k)x(k)x(k)x(k)\lambda^{(k)} = \frac{y^{(k)} \cdot x^{(k)}}{x^{(k)} \cdot x^{(k)}}
  4. Continue iterating until x(k)x^{(k)} converges to a fixed vector, or until λ(k)\lambda^{(k)} stabilizes.

Let's solve this problem using these steps.

I'll implement the power method to find the dominant eigenvalue for matrix AA.

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Math Problem Analysis

Mathematical Concepts

Linear Algebra
Eigenvalues
Eigenvectors
Iterative Methods

Formulas

y^{(k)} = A x^{(k)} (Matrix-vector product)
x^{(k+1)} = \frac{y^{(k)}}{\| y^{(k)} \|} (Normalization)
\lambda^{(k)} = \frac{y^{(k)} \cdot x^{(k)}}{x^{(k)} \cdot x^{(k)}} (Eigenvalue approximation)

Theorems

Power Method for Eigenvalue Approximation

Suitable Grade Level

Undergraduate (Linear Algebra)