Numerical Analysis/Power iteration exercises
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Exercises
editConsider the matrix, , and the vector,
By hand, do two iterations of the power method starting with
Solution, first iteration:
so the estimated eigenvalue is and the estimated eigenvector is .
Solution, second iteration:
so the estimated eigenvalue is and the estimated eigenvector is .
Use a computational software package to do 50 iterations. What was the result?
Solution, 50 iterations:
The estimated eigenvalue after 50 iterations is with estimated eigenvector