VECTORES Y VALORES CARACTERISTICOS

METODO DE ITERACION DIRECTA

Aplica cuando se requiere un valor caracteristico de mayor modulo.

Matriz A Matriz B (diagonal)

5.000 -2.000 0.000 1.000 0.000 0.000
-2.000 3.000 -1.000 0.000 2.000 0.000
0.000 -1.000 1.000 0.000 0.000 3.000

MATRIZ B-1
1.000000 0.000000 0.000000
0.000000 0.500000 0.000000
0.000000 0.000000 0.333333

Iteración Directa

k xk A xk xk+1 = B-1 A xk rk+1=Max(Abs) Rayleigh (ρk+1) =xkTAxk/(xkTBxk) xkT = 5.000

xkT B = 5.00
0 1.00000 5.00000 5.00000 5.00000 xkT A = 27.00
0.00000 -2.00000 -1.00000 xkT A xk = 148.00
0.00000 0.00000 0.00000 5.481481 xkT B xk = 27.00
xkT = 5.400
xkT B = 5.40
1 1.00000 5.40000 5.40000 5.40000 xk A =
T
29.60
-0.20000 -2.60000 -1.30000 xkT A xk = 179.13
0.00000 0.20000 0.06667 5.502594 xkT B xk = 32.55
xkT = 5.481
xk B =
T
5.48
2 1.00000 5.48148 5.48148 5.48148 xkT A = 30.14
-0.24074 -2.73457 -1.36728 xkT A xk = 186.06
0.01235 0.25309 0.08436 5.503559 xkT B xk = 33.81
 xkT = 5.499
xkT B = 5.50
3 1.00000 5.49887 5.49887 5.49887 xkT A = 30.26
-0.24944 -2.76370 -1.38185 xkT A xk = 187.56
0.01539 0.26483 0.08828 5.503603 xkT B xk = 34.08
xkT = 5.503
xkT B = 5.50
4 1.00000 5.50259 5.50259 5.50259 xkT A = 30.28
-0.25130 -2.76994 -1.38497 xkT A xk = 187.89
0.01605 0.26735 0.08912 5.503605 xkT B xk = 34.14
xkT = 5.503
xkT B = 5.50
5 1.00000 5.50339 5.50339 5.50339 xkT A = 30.29
-0.25169 -2.77128 -1.38564 xkT A xk = 187.95
0.01620 0.26789 0.08930 5.503605 xkT B xk = 34.15
xk =
T
5.504
xkT B = 5.50
6 1.00000 5.50356 5.50356 5.50356 xkT A = 30.29
-0.25178 -2.77156 -1.38578 xkT A xk = 187.97
0.01623 0.26801 0.08934 5.503605 xkT B xk = 34.15
xkT = 5.504
xkT B = 5.50
7 1.00000 5.50359 5.50359 5.50359 xkT A = 30.29
-0.25180 -2.77162 -1.38581 xkT A xk = 187.97
0.01623 0.26803 0.08934 5.503605 xkT B xk = 34.15
xkT = 5.504
xkT B = 5.50
8 1.00000 5.50360 5.50360 5.50360 xkT A = 30.29
-0.25180 -2.77164 -1.38582 xkT A xk = 187.97
0.01623 0.26803 0.08934 5.503605 xkT B xk = 34.15
xkT = 5.504
 xkT B = 5.50
9 1.00000 5.50360 5.50360 5.50360 xkT A = 30.29
-0.25180 -2.77164 -1.38582 xkT A xk = 187.97
0.01623 0.26804 0.08935 5.503605 xkT B xk = 34.15
xk =
T
5.504
xkT B = 5.50
10 1.00000 5.50360 5.50360 5.50360 xkT A = 30.29
-0.25180 -2.77164 -1.38582 xkT A xk = 187.97
0.01623 0.26804 0.08935 5.503605 xkT B xk = 34.15

K
factor
λ= 5.50360 (Menor Valor Propio)

Matriz A - λB
-0.503605 -2.000000 0.000000
-2.000000 -8.007209 -1.000000
0.000000 -1.000000 -15.510814

Vector Propio asociado al mayor valor propio:

61.599 1.00000
ø= -15.511 = -0.25180
1.000 0.01623
-1.000 0.000
-2.00 0.00
-13.00 1.00

-1.300 0.067
-2.60 0.20
-14.77 1.37

-1.367 0.084
-2.73 0.25
-15.15 1.45
-1.382 0.088
-2.76 0.26
-15.23 1.47

-1.385 0.089
-2.77 0.27
-15.25 1.47

-1.386 0.089
-2.77 0.27
-15.25 1.47

-1.386 0.089
-2.77 0.27
-15.25 1.48

-1.386 0.089
-2.77 0.27
-15.25 1.48

-1.386 0.089
-2.77 0.27
-15.25 1.48

-1.386 0.089
 -2.77 0.27
-15.25 1.48

-1.386 0.089
-2.77 0.27
-15.25 1.48

1.865
0.309
VECTORES Y VALORES CARACTERISTICOS

METODO DE ITERACION INVERSA

Aplica cuando se requiere un valor caracteristico de menor modulo.

Matriz A Matriz B (diagonal)

5 -2 0 1.000
-2 3 -1 0.000
0 -1 1 0.000

MATRIZ A-1
0.333333 0.333333 0.333333
0.333333 0.833333 0.833333
0.333333 0.833333 1.833333

Iteración Inversa

k xk B xk xk+1=A-1Bxk rk+1=Max(Abs) Rayleigh (ρk+1)

0 0.00000 0.00000 2.66667 12.66667

1.00000 2.00000 6.66667
2.00000 6.00000 12.66667 0.154734

1 0.21053 0.21053 1.42105 6.44737

0.52632 1.05263 3.44737
1.00000 3.00000 6.44737 0.154625

2 0.22041 0.22041 1.42993 6.46463

0.53469 1.06939 3.46463
1.00000 3.00000 6.46463 0.154624

3 0.22119 0.22119 1.43102 6.46696

0.53594 1.07187 3.46696
1.00000 3.00000 6.46696 0.154624

4 0.22128 0.22128 1.43116 6.46727

0.53610 1.07221 3.46727
1.00000 3.00000 6.46727 0.154624

5 0.22129 0.22129 1.43118 6.46731

0.53613 1.07225 3.46731
1.00000 3.00000 6.46731 0.154624
 6 0.22129 0.22129 1.43118 6.46731
0.53613 1.07226 3.46731
1.00000 3.00000 6.46731 0.154624

7 0.22130 0.22130 1.43118 6.46731

0.53613 1.07226 3.46731
1.00000 3.00000 6.46731 0.154624

8 0.22130 0.22130 1.43118 6.46731

0.53613 1.07226 3.46731
1.00000 3.00000 6.46731 0.154624

9 0.22130 0.22130 1.43118 6.46731

0.53613 1.07226 3.46731
1.00000 3.00000 6.46731 0.154624

10 0.22130 0.22130 1.43118 6.46731

0.53613 1.07226 3.46731
1.00000 3.00000 6.46731 0.154624

λ= 6.46731 (Mayor Valor Propio)

Matriz A - λB
-1.467313 -2.000000 0.000000
-2.000000 -9.934626 -1.000000
0.000000 -1.000000 -18.401939

Vector Propio asociado al mayor valor propio:

25.082 1.00000
ø= -18.402 = -0.73366
1.000 0.03987
 MATRIZ INVERSA
Matriz B (diagonal) * MINVERSA
0.000 0.000 ** F2
2.000 0.000 *** CRTL+SHIFT+ENTER
0.000 3.000

MULTIPLICACION DE MATRICES
* MMULT
** F2
*** CRTL+SHIFT+ENTER

=xkTAxk/(xkTBxk) xkT = 2.667 6.667 12.667

xkT B = 2.67 13.33 38.00
xkT A = 0.00 2.00 6.00
xkT A xk = 89.33
xkT B xk = 577.33
xkT = 1.421 3.447 6.447
xkT B = 1.42 6.89 19.34
xkT A = 0.21 1.05 3.00
xkT A xk = 23.27
xkT B xk = 150.49
xkT = 1.430 3.465 6.465
xkT B = 1.43 6.93 19.39
xkT A = 0.22 1.07 3.00
xkT A xk = 23.41
xkT B xk = 151.43
xkT = 1.431 3.467 6.467
xkT B = 1.43 6.93 19.40
xkT A = 0.22 1.07 3.00
xkT A xk = 23.43
xkT B xk = 151.55
xkT = 1.431 3.467 6.467
xkT B = 1.43 6.93 19.40
xkT A = 0.22 1.07 3.00
xkT A xk = 23.44
xkT B xk = 151.57
xkT = 1.431 3.467 6.467
xkT B = 1.43 6.93 19.40
xkT A = 0.22 1.07 3.00
x A xk =
k
T
23.44
xkT B xk = 151.57
xkT = 1.431 3.467 6.467
xkT B = 1.43 6.93 19.40
xkT A = 0.22 1.07 3.00
xkT A xk = 23.44
xkT B xk = 151.57
xkT = 1.431 3.467 6.467
xkT B = 1.43 6.93 19.40
xkT A = 0.22 1.07 3.00
xkT A xk = 23.44
xkT B xk = 151.57
xkT = 1.431 3.467 6.467
xkT B = 1.43 6.93 19.40
xkT A = 0.22 1.07 3.00
xkT A xk = 23.44
xkT B xk = 151.57
xkT = 1.431 3.467 6.467
xkT B = 1.43 6.93 19.40
xkT A = 0.22 1.07 3.00
xkT A xk = 23.44
xkT B xk = 151.57
xkT = 1.431 3.467 6.467
xkT B = 1.43 6.93 19.40
xkT A = 0.22 1.07 3.00
x A xk =
k
T
23.44
xkT B xk = 151.57
VECTORES Y VALORES CARACTERISTICOS

METODO DE TRASLACION
Aplica cuando se requiere un valor caracteristico de menor modulo.

Matriz A Matriz B (diagonal)

5 -2 0 1.000
-2 3 -1
0 -1 1

Traslación
m = 0.154

A-mB Factores L U
4.85 -2.00 0.00 4.85
-2.00 2.69 -1.00 -0.41
0.00 -1.00 0.54 0.00

Iteración Inversa

k xk B xk L-1 B xk xk+1=U-1L-1Bxk rk+1=Max(Abs)

0 0.000 0.000 0.000 692.286 3129.013

1.000 2.000 2.000 1677.409
2.000 6.000 7.071 3129.013

1 0.221 0.221 0.221 354.793 1603.260

0.536 1.072 1.163 859.554
1.000 3.000 3.623 1603.260

2 0.221 0.221 0.221 354.799 1603.286

0.536 1.072 1.164 859.568
1.000 3.000 3.623 1603.286

3 0.221 0.221 0.221 354.799 1603.286

0.536 1.072 1.164 859.568
1.000 3.000 3.623 1603.286

4 0.221 0.221 0.221 354.799 1603.286

0.536 1.072 1.164 859.568
1.000 3.000 3.623 1603.286

5 0.221 0.221 0.221 354.799 1603.286

0.536 1.072 1.164 859.568
1.000 3.000 3.623 1603.286
6 0.221 0.221 0.221 354.799 1603.286
0.536 1.072 1.164 859.568
1.000 3.000 3.623 1603.286

7 0.221 0.221 0.221 354.799 1603.286

0.536 1.072 1.164 859.568
1.000 3.000 3.623 1603.286

8 0.221 0.221 0.221 354.799 1603.286

0.536 1.072 1.164 859.568
1.000 3.000 3.623 1603.286

9 0.221 0.221 0.221 354.799 1603.286

0.536 1.072 1.164 859.568
1.000 3.000 3.623 1603.286

10 0.221295 0.221 0.221 354.799 1603.286

0.536129 1.072 1.164 859.568
1.000000 3.000 3.623 1603.286
Matriz B (diagonal)

2.000
3.000

Factores L U
-2.00 0.00
1.87 -1.00
-0.54 0.00

λ = rk+1 + 1/u Rayleigh (ρk+1)

xkT B = 692.29 3354.82 9387.04
0.154 xkT A = 106.61 518.64 1451.60
xkT A xk = 5485869.67
0.154624 xk B xk =
T
35478836.15

xkT B = 354.79 1719.11 4809.78

0.155 xkT A = 54.86 265.81 743.71
xkT A xk = 1440299.64
0.154624 xk B xk =
T
9314868.69

xkT B = 354.80 1719.14 4809.86

0.155 xkT A = 54.86 265.82 743.72
xkT A xk = 1440347.52
0.154624 xk B xk =
T
9315178.35

0.155

0.155

0.155
 0.155

0.155

0.155

0.155

0.154624
 Matriz A Matriz B (diagonal)
10.000 5.000 0.000 0.000 1.000
5.000 10.000 -4.000 0.000 1.000
0.000 -4.000 8.000 -1.000 1.000
0.000 0.000 -1.000 5.000 1.000

Iteración Directa

k xk A xk B-1 A xk r

0 -0.800 -13.000 -13.000 16.000

-1.000 -16.000 -16.000
0.500 8.050 8.050
-0.050 -0.750 -0.750

1 -0.813 -13.125 -13.125 16.075

-1.000 -16.075 -16.075
0.503 8.072 8.072
-0.047 -0.738 -0.738

2 -0.816 -13.165 -13.165 16.091

-1.000 -16.091 -16.091
0.502 8.063 8.063
-0.046 -0.732 -0.732

3 -0.818 -13.182 -13.182 16.095

-1.000 -16.095 -16.095
0.501 8.054 8.054
-0.045 -0.728 -0.728

4 -0.819 -13.190 -13.190 16.097

-1.000 -16.097 -16.097
0.500 8.049 8.049
-0.045 -0.727 -0.727
 5 -0.819 -13.194 -13.194 16.097
-1.000 -16.097 -16.097
0.500 8.045 8.045
-0.045 -0.726 -0.726

6 -0.820 -13.197 -13.197 16.097

-1.000 -16.097 -16.097
0.500 8.043 8.043
-0.045 -0.725 -0.725

7 -0.820 -13.198 -13.198 16.098

-1.000 -16.098 -16.098
0.500 8.042 8.042
-0.045 -0.725 -0.725

8 -0.820 -13.199 -13.199 16.098

-1.000 -16.098 -16.098
0.500 8.042 8.042
-0.045 -0.725 -0.725

9 -0.820 -13.199 -13.199 16.098

-1.000 -16.098 -16.098
0.500 8.042 8.042
-0.045 -0.725 -0.725

10 -0.81993 -13.199 -13.199 16.097825 K 5.454

-1.00000 -16.098 -16.098 factor 0.801
0.49954 8.041 8.041
-0.04502 -0.725 -0.725
 Matriz A Matriz B (diagona
10 5 0 0 1.000
5 10 -4 0
0 -4 8 -1
0 0 -1 5

Traslación
m = 2.950

A-mB Factores L U
7.05 5.00 0.00 0.00 7.05
5.00 7.05 -4.00 0.00 0.71
0.00 -4.00 5.05 -1.00 0.00
0.00 0.00 -1.00 2.05 0.00

Iteración Inversa

k xk B xk L-1 B xk U-1 L-1 B xk r

0 -0.709 -0.709 -0.709 547.672 772.359

1.000 1.000 1.503 -772.359
0.878 0.878 2.593 -676.943
0.435 0.435 5.797 -330.004

1 0.709 0.709 0.709 -546.716 771.011

-1.000 -1.000 -1.503 771.011
-0.876 -0.876 -2.592 675.762
-0.427 -0.427 -5.787 329.432

2 -0.709 -0.709 -0.709 546.716 771.012

1.000 1.000 1.503 -771.012
0.876 0.876 2.592 -675.763
0.427 0.427 5.787 -329.432

3 0.709 0.709 0.709 -546.716 771.012

-1.000 -1.000 -1.503 771.012
-0.876 -0.876 -2.592 675.763
-0.427 -0.427 -5.787 329.432

4 -0.709 -0.709 -0.709 546.716 546.716

1.000 1.000 1.503 -771.012
0.876 0.876 2.592 -675.763
0.427 0.427 5.787 -329.432

5 1.000 1.000 1.000 -771.012 1087.327

-1.410 -1.410 -2.119 1087.327
-1.236 -1.236 -3.656 953.001
-0.603 -0.603 -8.161 464.585

6 -0.709 -0.709 -0.709 546.716 771.012

1.000 1.000 1.503 -771.012
0.876 0.876 2.592 -675.763
0.427 0.427 5.787 -329.432

7 0.709 0.709 0.709 -546.716 771.012

 -1.000 -1.000 -1.503 771.012
-0.876 -0.876 -2.592 675.763
-0.427 -0.427 -5.787 329.432

8 -0.709 -0.709 -0.709 546.716 771.012

1.000 1.000 1.503 -771.012
0.876 0.876 2.592 -675.763
0.427 0.427 5.787 -329.432

9 0.709 0.709 0.709 -546.716 771.012

-1.000 -1.000 -1.503 771.012
-0.876 -0.876 -2.592 675.763
-0.427 -0.427 -5.787 329.432

10 -0.709089 -0.709 -0.709 546.716 771.012

1.000000 1.000 1.503 -771.012
0.876462 0.876 2.592 -675.763
0.427272 0.427 5.787 -329.432
Matriz B (diagonal)

1.000
1.000
1.000

Factores L U
5.00 0.00 0.00
3.50 -4.00 0.00
-1.14 0.48 -1.00
0.00 -2.07 -0.02

2.951

2.951

2.951

2.951

2.952

2.951

2.951

2.951
 2.951

2.951

2.951297