Finding- Eigenvalues-and- Eigenvectors课件.pptVIP

Example * How Does It Work? Householder’s algorithm uses a sequence of similarity transformationsB = P(uk) A P(uk)to create zeros below the first sub-diagonal uk=[0, 0, …, Ak+1,k+ a, Ak+2,k,…, An,k]T a = sgn(Ak+1,k)sqrt((Ak+1,k)2+ (Ak+2,k)2+…+ (An,k)2) By definition, sgn(x) = 1, if x≥0 and sgn(x) = -1, if x0 * How Does It Work? (continued) The matrix Q is orthogonal the matrices P are orthogonal Q is a product of the matrices P The product of orthogonal matrices is an orthogonal matrix B = QT A Q hence Q B = Q QT A Q = A Q Q QT = I (by the orthogonality of Q) * How Does It Work? (continued) If ek is an eigenvector of B with eigenvalue lk, then B ek = lk ek Since Q B = A Q,A (Q ek) = Q (B ek) = Q (lk ek) = lk (Q ek) Note from this: lk is an eigenvalue of A Q ek is the corresponding eigenvector of A * The QR Method: Start-up Given a matrix A Apply Householder’s Algorithm to obtain a matrix B in upper-Hessenberg form Select e0 and m0 e is a acceptable proximity to zero for sub-diagonal elements m is an iteration limit * The QR Method: Main Loop * The QR Method: Finding The l’s * Details Of The Eigenvalue Formulae * Details Of The Eigenvalue Formulae * Finding Roots of Polynomials Every n x n matrix has a monic characteristic polynomial of degree n Every monic polynomial of degree n has a corresponding n x n matrix for which it is the characteristic polynomial Thus, polynomial root finding is equivalent to finding eigenvalues * Example Please!?!?!? Consider the monic polynomial of degree nf(x) = a1 +a2x+a3x2+…+anxn-1 +xn and the companion matrix * Find The Eigenvalues of the Companion Matrix * Find The Eigenvalues of the Companion Matrix * DRAFT Copyright, Gene A Tagliarini, PhD DRAFT Copyright, Gene A Tagliarini, PhD Finding Eigenvalues and Eigenvectors What is really important? * Approaches Find the characteristic polynomial Leverrier’s Method Find the largest or smallest eigenvalue Direct Power Method Inverse Power Method Find all the eigenvalues Jacob