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

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SUMMARY

The discussion focuses on the application of the power method for finding the largest eigenvalue of a non-Hermitian matrix A. The user successfully employs the power method and Rayleigh's quotient but questions the validity of using Rayleigh's quotient for non-Hermitian matrices. The consensus is that while Rayleigh's quotient is typically applicable to Hermitian matrices, the power method remains effective for non-Hermitian matrices as it still converges to the dominant eigenvalue. Additionally, the user seeks an alternative method involving the infinity norm to derive the largest eigenvalue from the approximate eigenvector.

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  • Understanding of eigenvalues and eigenvectors
  • Familiarity with the power method for eigenvalue computation
  • Knowledge of Rayleigh's quotient and its properties
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Students and professionals in mathematics, particularly those studying linear algebra and numerical analysis, as well as anyone involved in computational methods for eigenvalue problems.

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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.
 
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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.
 

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