Numerical Analysis

EE, NCKU
Tien-Hao Chang (Darby Chang)

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In the previous slide
 Special matrices
– strictly diagonally dominant matrix
– symmetric positive definite matrix
• Cholesky decomposition
– tridiagonal matrix
 Iterative techniques
– Jacobi, Gauss-Seidel and SOR methods
– conjugate gradient method
 Nonlinear systems of equations
 (Exercise 3)

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In this slide
 Eigenvalues and eigenvectors
 The power method
– locate the dominant eigenvalue
 Inverse power method
 Deflation

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 Chapter 4
Eigenvalues and eigenvectors

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Eigenvalues and eigenvectors
 Eigenvalue
–𝜆
– 𝑨𝐯 = 𝜆𝐯 → 𝑨 − 𝜆𝑰 𝐯 = 0
– det 𝑨 − 𝜆𝑰 = 0
• characteristic polynomial
 Eigenvector
– the nonzero vector 𝐯 for which 𝑨𝐯 = 𝜆𝐯
associated with the eigenvalue 𝜆

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In Chapter 4
 Determine the dominant eigenvalue
 Determine a specific eigenvalue
 Remove a eigenvalue
 Determine all eigenvalues

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 4.1
The power method

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The power method
 Different problems have different requirements
– a single, several or all of the eigenvalues
– the corresponding eigenvectors may or may not
also be required
 To handle each of these situations efficiently,
different strategies are required
 The power method
– an iterative technique
– locate the dominant eigenvalue
– also computes an associated eigenvector
– can be extended to compute eigenvalues

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The power method

Basics

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The power method

Approximated eigenvalue

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Any Questions?

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The power method

A common practice
 Make the vector 𝐱 (𝑚) have a unit
length

 Why we question
need this step?

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The power method

A common practice
 Make the vector 𝐱 (𝑚) have a unit
length

 Why we need this step?

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 Make the vector 𝐱 (𝑚) have a unit
length
– to avoid overflow and underflow

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The power method

Complete procedure

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Any Questions?

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http://thomashawk.com/hello/209/1017/1024/Jackson%20Running.jpg

In action

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what is the first estimate?

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Any Questions?
The power method for generic matrices

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The power method for symmetric matrices

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 When 𝑨 is symmetric
– more rapid convergence
• still linear, but smaller asymptotic error
– different scaling scheme (norm)
– based on the theorem

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The power method variation

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 The power method

Approximated eigenvalue

Recall that 29
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Any Questions?
The power method for symmetric
matrices

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Why to
Require the matrix to be symmetric?

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Any Questions?
4.1 The power method

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An application of eigenvalue

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Undirected graph

Relation to eigenvalue
 Proper coloring
– how to color the geographic regions on
a map regions that share a common
border receive different colors
 Chromatic number
– the minimum number of colors that can
be used in a proper coloring of a graph

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Undirected graph

The dominant eigenvalue

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Undirected graph

The corresponding eigenvector

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Any Questions?

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 4.2
The inverse power method

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The inverse power method
 An eigenvalue other than the dominant one
 To derive the inverse power method, we will
need
– the relationship between the eigenvalues of a
matrix 𝑨 to a class of matrices constructed
from 𝑨
 With that, we can
– transform an eigenvalue of 𝑨 the dominant
eigenvalue of 𝑩 later
– 𝑩 = 𝑨 − 𝑞𝑰 −1

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𝑩 is a polynomial of 𝑨

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The inverse power method
 An eigenvalue other than the dominant one
 To derive the inverse power method, we will
need
– the relationship between the eigenvalues of a
matrix 𝑨 to a class of matrices constructed
from 𝑨
 With that, we can
– transform an eigenvalue of 𝑨 the dominant
eigenvalue of 𝑩
– 𝑩 = 𝑨 − 𝑞𝑰 −1

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Any Questions?

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How to
Find the eigenvalue smallest in
magnitude

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Any Questions?
4.2 The inverse power method

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 4.3
Deflation

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Deflation
 So far, we can approximate
– the dominant eigenvalue of a matrix
– the one smallest in magnitude
– the one closest to a specific value
 What if we need several of the
largest/smallest eigenvalues?
 Deflation
– to remove an already determined solution,
while leaving the remainder solutions
unchanged

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 Within the context of polynomial rootfinding
– remove each root by dividing out the
monomial
– 𝑥 3 − 6𝑥 2 + 11𝑥 − 6 = 𝑥 − 1 𝑥 2 − 5𝑥 + 6 = (𝑥 −
1)(𝑥 − 2)(𝑥 − 3)
– 𝑥 2 − 5𝑥 + 6 = (𝑥 − 2)(𝑥 − 3) is a deflation of
𝑥 3 − 6𝑥 2 + 11𝑥 − 6
 For the matrix eigenvalue problem
– shift the previously determined eigenvalue to
zero (while leaving the remainder eigenvalues
unchanged)
– to do this, we need the relationship among the
eigenvalues of a matrix 𝑨 and 𝑨𝑇

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 Recall that 54
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Deflation

Shift an eigenvalue to zero

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While leaving the remaining eigenvalues unchanged

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Deflation

Summary

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Any Questions?

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Do we
Miss something?

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 Recall that 62
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How to choose 𝐱 for the formula 𝑩 = 𝑨 − 𝜆1 𝐯1 𝐱 𝑇 ?

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Wielandt deflation

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Wielandt deflation

Bonus

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http://thomashawk.com/hello/209/1017/1024/Jackson%20Running.jpg

In action

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Hotelling deflation
 Recall that we choose 𝑣1,𝑘 based on
infinity norm
 Like the power method, there is
another deflation variation for
symmetric matrices

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Any Questions?
4.3 Deflation

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