Isaac Amornortey Yowetu
Inverse Power
Method May 5, 2022
Theorem (Inverse Eigenvalues)
Suppose that λ, x is an eigenpair of A. If λ 6= 0, then 1
λ
, x is
an eigenpair of the matrix A−1
Suppose A is an invertible matrix or non-singular matrix.
Ax = λx (1)
A−1
Ax
λ
=
λA−1
x
λ
(2)
1
λ
x = A−1
x (3)
2 / 9
Finding least Eigenvalue by the Inverse Power M
Considering matrices A and B
A =
−1 3
2
2
3
−1
!
Det(A)=0. Hence, it a singular or non-invertible matrix.
B =
−1 3
2
1 −1
!
Det(B) = −1
2
. Hence, it a non-singular or invertible matrix.
3 / 9
Problem
Find the smallest eigenvalue of the matrix using the inverse
power method
B =
−1 3
2
1 −1
!
Take the initail approximation x0 = (1, 1),
4 / 9
Finding Eigenvalues Using a Characteristic Equ
B =
−1 3
2
1 −1
!
Using the characteristic equation:
ρ(A) = λ2
+ 2λ − 0.5 = 0
λ =
−b ±
q
b2 − 4(ac)
2a
λ =
−2 ±
q
4 − 4(−0.5)
2
λ1 = −2.2247, λ2 = 0.2247
5 / 9
Solution
A = B−1
(4)
=
2 3
2 2
!
(5)
First Iteration yields
Ax0 =
2 3
2 2
!
1
1
!
=
5
4
!
(6)
By applying scaling we have the first approx.
x1 =
1
5
5
4
!
=
1.00
0.80
!
(7)
6 / 9
Solution
Second Iteration yields
Ax1 =
2 3
2 2
!
1
0.80
!
=
4.4
3.6
!
(8)
By applying scaling we have the second approx.
x2 =
1
4.4
4.4
3.6
!
=
1.00
0.82
!
(9)
7 / 9
Solution
Third Iteration yields
Ax2 =
2 3
2 2
!
1.00
0.82
!
=
4.46
3.64
!
(10)
By applying scaling we have the third approx.
x3 =
1
4.46
4.46
3.64
!
=
1.00
0.82
!
(11)
8 / 9
Solution
Fourth Iteration yields
Ax3 =
2 3
2 2
!
1.00
0.82
!
=
4.46
3.64
!
(12)
By applying scaling we have the fourth approx.
x4 =
1
4.46
4.46
3.64
!
=
1.00
0.82
!
(13)
The smallest eigenvalue is: x4 =
1
4.46
= 0.225
9 / 9

Inverse-power-method.pdf

  • 1.
    Isaac Amornortey Yowetu InversePower Method May 5, 2022
  • 2.
    Theorem (Inverse Eigenvalues) Supposethat λ, x is an eigenpair of A. If λ 6= 0, then 1 λ , x is an eigenpair of the matrix A−1 Suppose A is an invertible matrix or non-singular matrix. Ax = λx (1) A−1 Ax λ = λA−1 x λ (2) 1 λ x = A−1 x (3) 2 / 9
  • 3.
    Finding least Eigenvalueby the Inverse Power M Considering matrices A and B A = −1 3 2 2 3 −1 ! Det(A)=0. Hence, it a singular or non-invertible matrix. B = −1 3 2 1 −1 ! Det(B) = −1 2 . Hence, it a non-singular or invertible matrix. 3 / 9
  • 4.
    Problem Find the smallesteigenvalue of the matrix using the inverse power method B = −1 3 2 1 −1 ! Take the initail approximation x0 = (1, 1), 4 / 9
  • 5.
    Finding Eigenvalues Usinga Characteristic Equ B = −1 3 2 1 −1 ! Using the characteristic equation: ρ(A) = λ2 + 2λ − 0.5 = 0 λ = −b ± q b2 − 4(ac) 2a λ = −2 ± q 4 − 4(−0.5) 2 λ1 = −2.2247, λ2 = 0.2247 5 / 9
  • 6.
    Solution A = B−1 (4) = 23 2 2 ! (5) First Iteration yields Ax0 = 2 3 2 2 ! 1 1 ! = 5 4 ! (6) By applying scaling we have the first approx. x1 = 1 5 5 4 ! = 1.00 0.80 ! (7) 6 / 9
  • 7.
    Solution Second Iteration yields Ax1= 2 3 2 2 ! 1 0.80 ! = 4.4 3.6 ! (8) By applying scaling we have the second approx. x2 = 1 4.4 4.4 3.6 ! = 1.00 0.82 ! (9) 7 / 9
  • 8.
    Solution Third Iteration yields Ax2= 2 3 2 2 ! 1.00 0.82 ! = 4.46 3.64 ! (10) By applying scaling we have the third approx. x3 = 1 4.46 4.46 3.64 ! = 1.00 0.82 ! (11) 8 / 9
  • 9.
    Solution Fourth Iteration yields Ax3= 2 3 2 2 ! 1.00 0.82 ! = 4.46 3.64 ! (12) By applying scaling we have the fourth approx. x4 = 1 4.46 4.46 3.64 ! = 1.00 0.82 ! (13) The smallest eigenvalue is: x4 = 1 4.46 = 0.225 9 / 9