LU Decomposition 27
16. In the text, the Inverse Power Method, a technique for approximating the eigen-
values and eignevectors for an arbitrary matrix, was described. Given an initial
estimate for the eigenvalue, λ0, and a non-zero vector x(0), the following se-
quence of calculations are iterated:
x(m)= (A−λ0I)−1x(m−1)
λm=x(m)
pm−1
x(m)=x(m)/x(m)
pm.
The quantity λ0+ (1/λm) converges toward the eigenvalue of Athat is closest
to λ0, and x(m)converges toward a corresponding eigenvector. The integer pm
is is chosen so that
x(m)
pm
=kx(m)k∞.
For the remainder of this exercise, let
A=
1−1 0
−2 4 −2
0−1 2
.
(a) For λ0= 5 and x(0) =1−4 1 T, we had found that λ2= 994/124
and x(2) =−241/994 1 −318/994 T. Perform the next two itera-
tions. How does the value λ0+ (1/λ4) compare to the true eigenvalue
5.1248854198?
(b) For λ0= 2 and x(0) =1−1 2 T, perform the first four iterations of
the inverse power method. How does the value λ0+ (1/λ4) compare to the
true eigenvalue 1.6366717621?
(a) Forward substitution applied to Lz=x(2) gives