Linear algebra/numerical analysis: Power method question(s)

Click For Summary
The discussion revolves around the application of the power method and Rayleigh's quotient for finding the largest eigenvalue of a non-Hermitian matrix. While Rayleigh's quotient is typically used for Hermitian matrices due to their guaranteed orthonormal basis of eigenvectors, the power method can still be applied geometrically, as it focuses on scaling the dominant eigenvector. Participants express uncertainty about using Rayleigh's quotient with non-Hermitian matrices and seek alternative methods involving the infinity norm for obtaining the greatest eigenvalue. The conversation highlights the need for clarification on these mathematical concepts and their applicability in different contexts. Overall, the power method remains a viable approach despite the matrix's non-Hermitian nature.
fluidistic
Gold Member
Messages
3,931
Reaction score
281

Homework Statement


Ok I understand how to find an approximate value for the largest eigenvalue of a given matrix A. I use the power method (or the normalized one) to find an eigenvector associated to the approximate largest (in the sense that its modulus is the largest) eigenvalue.
Then I use Rayleigh's quotient as mentioned in http://college.cengage.com/mathematics/larson/elementary_linear/4e/shared/downloads/c10s3.pdf.
However looking in wikipedia about Rayleigh's quotient, it seems that the matrix A must be Hermitian (see http://en.wikipedia.org/wiki/Rayleigh_quotient).

In my assignment I'm been given a matrix A which is NOT Hermitian! So I wonder 2 things I'd like an anwer:
1)Can I still use Rayleigh's quotient, why or why not?
2)I'm more than sure there's another way to get the greatest eigenvalue from the approximate eigenvector, that does not involve Rayleigh's quotient but does involve an infinity norm. I've searched on the web about this and found really nothing. If you know it, please let me know what is this alternative.
Thanks a lot in advance.
 
Physics news on Phys.org
the example in your notes is not a symmetric matrix - Ex3

if you think about it geometrically, it should still work - each time you multiple by the matrix, the component in the direction of the dominant eigenvector gets scaled the most

the thing about hermitian matricies, are that they're guaranteed to have an orthonormal basis of eigenvectors, so the method above should converge pretty quickly
 
lanedance said:
the example in your notes is not a symmetric matrix - Ex3

if you think about it geometrically, it should still work - each time you multiple by the matrix, the component in the direction of the dominant eigenvector gets scaled the most

the thing about hermitian matricies, are that they're guaranteed to have an orthonormal basis of eigenvectors, so the method above should converge pretty quickly

Thanks for your reply. I think I understand what you mean.
If someone could help me with part 2) I'd be glad too.
 
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?

Similar threads

  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 2 ·
Replies
2
Views
1K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 6 ·
Replies
6
Views
4K
  • · Replies 3 ·
Replies
3
Views
3K
  • · Replies 7 ·
Replies
7
Views
2K
Replies
1
Views
4K
  • · Replies 6 ·
Replies
6
Views
6K
  • · Replies 9 ·
Replies
9
Views
7K
Replies
8
Views
2K