Inverse Power Method and Eigenvectors

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SUMMARY

The discussion focuses on the inverse power method applied to the Markov matrix A = [.9 .3; .1 .7], which has eigenvalues 1 and .6. The power method converges to the vector [.75 .25]T, while the inverse power method converges to the eigenvector corresponding to the smallest eigenvalue, .6, yielding the eigenvector [-1 1]T for A-1. The eigenvalues of A-1 are determined to be 1 and 1/.6, with the eigenvectors of A-1 being identical to those of A. The eigenvector corresponding to the eigenvalue 1 is identified as [3 1]T.

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  • Understanding of eigenvalues and eigenvectors
  • Familiarity with the power method for finding dominant eigenvalues
  • Knowledge of the inverse power method in linear algebra
  • Basic concepts of Markov matrices
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  • Explore the properties of Markov matrices and their eigenvalues
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Students and professionals in mathematics, particularly those studying linear algebra, as well as data scientists and engineers working with Markov processes and eigenvalue problems.

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Homework Statement



The Markov matrix A = [.9 .3; .1 .7] has eigenvalues 1 and .6, and the power method uk=Aku0 converges to [.75 .25]T. Find the eigenvectors of A-1. What does the inverse power method u-k=A-1u0 converge to (after you multiply by .6k)?

Homework Equations





The Attempt at a Solution



Eigenvalue 1 is the dominant one when using the power method on A. However, we're interested in the smallest eigenvalue when dealing with the inverse power method, in this case .6. The eigenvalues of A-1 are:
(1/.6) and 1. According to theory, the eigenvectors of A-1 are the same as those in A.

So, the corresponding eigenvector to the value .6 is [-1 1]T.

From there, I'm simply stumped. Can anyone please help?!
 
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Also, I found that the eigenvector corresponding to the eigenvalue 1 is [3 1]T. Still confused though... Not sure how to proceed.
 
I know that these eigenvectors correspond to the eigenvalues of A-1, and these eigenvalues are the reciprocal of those given. Does anyone know how to apply the power method to A-1? Any ideas? Thanks!
 
Question: A clock's minute hand has length 4 and its hour hand has length 3. What is the distance between the tips at the moment when it is increasing most rapidly?(Putnam Exam Question) Answer: Making assumption that both the hands moves at constant angular velocities, the answer is ## \sqrt{7} .## But don't you think this assumption is somewhat doubtful and wrong?

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