Numerical Methods

Solution of System of Linear Algebraic equations

å Power Method

Jayandra Raj Shrestha

September 2020

Institute of Engineering,
Tribhuvan University, Nepal
Power Method

AX = λX
• A convenient iterative technique to compute the numerically largest (dominant)
Eigen value and the corresponding Eigen vector of a square matrix, as required in
many engineering problems
• Much suitable for machine computations (programming)

JRS\IOE 1/6
Mechanism

Given a square matrix A

Let X (0) = initial guess to the Eigen vector corresponding to the largest Eigen value
product scaling λ(1) = numerically largest value in Z (0)
AX (0) −−−−−−→ Z (0) −−−−−−→ λ(1) X (1) X (1) = Z (0) /λ(1)

product scaling λ(2) = numerically largest value in Z (1)

AX (1) −−−−−−→ Z (1) −−−−−−→ λ(2) X (2) X (2) = Z (1) /λ(2)

product scaling λ(3) = numerically largest value in Z (2)

AX (2) −−−−−−→ Z (2) −−−−−−→ λ(3) X (3) X (3) = Z (2) /λ(3)

··· ··· ···

product scaling λ(r+1) = numerically largest value in Z (r)

AX (r) −−−−−−→ Z (r) −−−−−−→ λ(r+1) X (r+1) X (r+1) = Z (r) /λ(r+1)
JRS\IOERepeat until X (r+1) ≈ X (r) =⇒ λ(r+1) = dominant Eigen Value, X (r+1) = corresponding vector 2/6
Example

2 3 2 5.075 0.576
     

A = 3 4 1 AX (3) = 5.298 = 8.817 0.601 = λ(4) X (4)

     

2 1 7 8.817 1

1
 
4.955 0.566
   
Let the initial guess vector be X (0)
= 1
 
AX (4) = 5.132 = 8.753 0.586 = λ(5) X (5)
   
1
8.753 1
7 0.7
   
4.89 0.561
   
AX (0) =  8  = 10 0.8 = λ(1) X (1)
   
10 1 AX (5) = 5.042 = 8.718 0.578 = λ(6) X (6)
   
8.718 1
5.8 0.63
   
4.856 0.558
   
AX (1) = 6.3 = 9.2 0.685 = λ(2) X (2)
   
9.2 1 AX (6) = 4.995 = 8.7 0.574 = λ(7) X (7)
   
8.7 1
5.315 0.594
   
4.838 0.557
   
AX (2) =  5.63  = 8.945 0.629 = λ(3) X (3)
   
8.945 1 AX (7) =  4.97  = 8.69 0.572 = λ(8) X (8)
   
JRS\IOE 3/6
8.69 1
 For an accuracy of 2 decimal places:
 
∵ max X (8) − X (7)  < 0.005
 

∴ Dominant Eigen value ≈ λ(8) = 8.69

0.56
 

and Corresponding Eigen Vector ≈ X (8) = 0.57

 
1.00

In normal form, the Eigen vector is:

0.56 0.4375
   
1
√ 0.57 = 0.4453
   
0.56 + 0.572 + 12
2
1 0.7812

JRS\IOE 4/6
Computing the smallest Eigen Value

1
∵ AX = λX =⇒ A−1 X = X
λ

1
∴ If λ is an Eigen value of A, then λ is an Eigen value of A−1
1
Conversely, if λ is an Eigen value of A−1 , then λ is an Eigen value of A
∴ smallest Eigen value of A = reciprocal of largest Eigen value of A−1
[with same Eigen vector]

JRS\IOE 5/6
Assignment

1. Find the dominant and the smallest Eigen values and corresponding Eigen vectors of
the following matrix using the power method.

−2 3 2
 

 4 −2 1 
 
−1 2 −9

2. Write a high level algorithm, detailed pseudo-code, and program code in C/C++ for
computing the dominant Eigen value and corresponding Eigen vector of a square
matrix using the power method.

JRS\IOE 6/6