St .

JOSEPH’S COLLEGE OF ENGINEERING, CHENNAI -119

DEPARTMENT OF MATHEMATICS

MA8452
MA1401- STATISTICS & NUMERICAL METHODS

Unit-III SOLUTION OF EQUATIONS AND EIGEN VALUE PROBLEMS

Fixed Point Iteration Theorem:

Suppose the equation f(x) = 0 can be written in the form x =  ( x ) . Let A be a root of f(x) = 0
and let I be the interval containing A. Suppose  ( x) and  ' ( x) are continuous in I and
 '( x)  A  1 for all x. then the sequence of successive approximations x0, x1, …, converges to
a.

• The order of convergence of fixed point iteration is 1 and the condition for
convergence is  '( x)  1
Problem:
1. Find a positive root of the equation 𝒙𝟑 − 𝟐𝒙 − 𝟓 = 𝟎 by the method of fixed point iteration.

Solution:

Given 𝒇(𝒙) = 𝒙𝟑 − 𝟐𝒙 − 𝟓

𝒇(𝟎) = −𝟓 =– 𝒊𝒗𝒆, 𝒇(𝟏) = −𝟔 =– 𝒊𝒗𝒆, 𝒇(𝟐) =– 𝟏 =– 𝒊𝒗𝒆, 𝒇(𝟑) = 𝟏𝟔 = +𝒊𝒗𝒆

The root lies between 2 & 3

1⁄
𝑥 = (2𝑥 2 + 5) 3 = 𝜑(𝑥)

1 −2
 '(x) = (2x 2 + 5) 3 4x
3
4x
 '(x) = 2
,  '(x)  1 for all x in [ 4,5]
3(2 x 2 + 5) 3

Take 𝑥0 = 2.5

1⁄
𝑥1 = 𝜑(𝑥0 ) = (2𝑥02 + 5) 3 = 2.5962 ,

𝑥2 = 2.6438 .....

𝑥12 = 2.6906 𝑥13 = 2.6906

Hence the root is 2.6906

2. Find the approximate root of e x = 3 x by Fixed Point Iteration method correct to 4
decimal places.

Solution:
 Let f (x) = e x − 3x, f (0) = 1, f (1) = −0.28  The root lies between 0 and 1
ex ex ' ex
The given equation is can be written as x = , let (x) = ,  (x) =
3 3 3
here ' (x)  1 in the interval [0,1]
By fixed point iteration method, let x 0 = 0.5
x1 = (x 0 ) = 0.5496, x 2 = (x1 ) = 0.5775, x 3 = 5939, x 4 = 0.6037 , x 5 = 0.6096
x 6 = 0.6132, x 7 = 0.6155, x8 = 0.6168 ......... x14 = 0.6189, x15 = 0.6189
 The required root is x = 0.6189
3. Find a positive root of the equation cos x - 3x + 1 = 0 by the method of fixed point
iteration.
Solution:

Let f(x) = cos x - 3x + 1------(1)

f(0) = +ve , f(1) = -ve

The root lies between 0 and 1

cos x +1 − sin x
(1)  x= =g(x), g'(x)=
3 3
sin x
g'(x) =
3
g '( x )  1 in [01], Let x0 = 0

cos x0 +1
x1 = g( x1 ) = = 0.60845
3
cos x1 +1
x2 = g ( x ) = = 0.60684
3

cos x2 +1
x3 = g ( x2 ) = = 0.60715
3
cos x3 +1
x4 = g( x3 ) = = 0.60709
3
cos x4 +1
x5 = g( x4 ) = = 0.60710
3
cos x5 +1
x6 = g ( x5 ) = = 0.60710 here x5 = x6 = 0.60710
3
Hence the required root is 0.60710

Newton-Raphson Method:
 Newton’s method is successfully used to improve the result obtained by other methods.
It is applicable to the solution of equations involving algebraic functions as well as
transcendental functions

Newton’s iterative formula:

f ( xn )
x n+1 = x n −
f '( xn )
* In Newton-Raphson method, order convergence is two and converges condition is
f (x) f ' ' (x)  | f ' (x) 2
Problem:

1. Using Newton’s iterative method finds the root between 0 and 1 of x 3 = 6 x − 4 correct
to two decimal places.

Solution:

Given f(x)= x 3 − 6 x + 4 f ( x) = 3x 2 − 6

f(0) = 4= +ve; f(1) = -1= -ve

Therefore the root lies between 0and 1. Take x0=1.

f ( xn ) f ( x0 ) f ( x1 ) f ( x2 )
x n +1 = x n − ; x1 = x0 − =0.67; x 2 = x1 − =0.73 ; x3 = x 2 −
f ( x n ) f ( x0 ) f ( x1 ) f ( x2 )
=0.73.

Therefore the root is 0.73

2. Find a root of x log10x – 1.2 = 0 Newton Raphson method correct to three decimal places

Solution:

By Newton Raphson method

f ( xn )
xn+1 = xn −
f ' ( xn )

f(x) = x log10x – 1.2

f(1) = -ve

f(2) = -ve

f(3) = +ve

A root lies between 2 and 3

1 
f (x) = x log10 x – 1.2  f '(x) = x  log e  + log 10 x = log e + log10 x
x 
Let x0 = 2

f ( x0 ) x0 log10 x0 – 1.2
x1 = x0 − = = 2.740
f '( x0 ) log e + log10 x0

x2 = 2.741; x3 = 2.741

The solution is x=2.741

x1= 2.740; x2 = 2.741; x3 = 2.741

The solution is x=2.741

3. Find an iterative formula to find the reciprocal of a given number N and hence find the
1
value of .
19

1 1
Solution: Let x = N =
N x

1 −1
f (x) = − N ; f ' (x) =
x x2
1
−N
f (x n ) xn  1 
By newton 's formula, x n +1 = x n − = xn − = x n + x n2  − N
f (x n ) −1  xn 
2
xn
x n +1 = x n (2 − Nx n )

1 1
To find , take x0= = 0.05 x1 = 0.0525; x2 = 0.05263; x3 = 0.05263 ; x4 = 0.05263.
19 20
1
 = 0.05263
19
4. Find formula to the value of N , where N is a real number, by Newton’s method
and hence find 15

Solution:

let x = N  x 2 = N
take f (x) = x 2 − N  f '(x) = 2x
f (x n ) x 2n − N
by newton 's iterative formula, x n +1 = xn − = xn −
f '(x n ) 2x n
1 N
 x n +1 = xn + 
2 xn 
 1 N
The Newton’s algorithm for N is x n+1 =  xn +  .
2 xn 
The root lies between 3and 4
Let x0 = 3, N = 15
1 N  1  15 
x1 =  x0 +  = 3 +  = 4,
2 x0  2  3
1  15 
x2 =  4 +  = 3.875
2 4
1 15 
x3 = 3.875 + = 3.873, x4 = 3.873
2 3.875 
hence x3 = x4  The approximate value of 15 is 3.873

5. Find the approximate root of xe x = 3 by Newton- Raphson method correct to 3 decimal

place

Solution:

Given f(x)= xe x = 3 f ( x) = xe x + e x

f(1) = -0.2817 = -ve; f(2) = 11.7781 = +ve

Therefore root lies between 1and 2.

Here f (1)  f (2) ,The root is nearer to 1 Take x0 =1

f ( xn )
x n +1 = x n − ;
f ( x n )

f ( x0 ) f ( x1 ) f ( x2 )
x1 = x0 − =1.0518; x2 = x1 − =1.0499 ; x3 = x 2 − =1.0499
f ( x0 ) f ( x1 ) f ( x2 )

The value of x 2 and x3 are equal. Therefore the root is 1.0499

6. Find an iterative formula for finding 3 N , where N is a real number, by

Newton’s method? And hence find 3
24

let x = 3 N  x 3 = N
take f (x) = x 3 − N  f '(x) = 3x 2
f (x n ) x3 − N
by newton 's iterative formula, x n +1 = x n − = xn − n 2
f '(x n ) 3x n
1 N 
 x n +1 =  2x n + 2 
3 x n
To find 3
24 :

Here N=24 let x0 = 2

1 24  1  24 
x1 =  2x 0 + 2  =  2(2) + 2  = 3.3333
3 x 0  3 (2) 

1 24 
x 2 =  2x1 + 2  = 2.9422
3 x 1

1 24 
x 3 =  2x 2 + 2  = 2.8856
3 x 2

1 24 
x 4 =  2x 2 + 2  = 2.8845
3 x 2

1 24 
x 5 =  2x 2 + 2  = 2.8845
3 x 2

Hence a value of 3
24 is 2.8845
GAUSS ELIMINATION METHOD

Consider the system of equations

a1x + b1 y + c1z = d1
a2 x + b2 y + c2 z = d 2
a3 x + b3 y + c3 z = d3
The above system is can be written as matrix form AX=B . In this method the augmented
matrix [ A | B]  [ U | X] is transformed into an equivalent upper triangular matrix, and
then by back substitution we get the solution.

Problem:

1. By Gauss elimination method solve x + y = 2 , 2 x + 3 y = 5

 1 1  x   2 
The given system equations can be written as AX = B     =  
 2 3  y   5 

 1 1 2  1 1 2
  A, B  =      R2 → R2 − 2 R1
 2 3 5  0 1 1

we have x+y = 2,  y = 1. Hence x = y = 1.

2. Solve the following system of equation by Gauss Elimination method

x + 2 y − 5z = −9, 3x − y + 2 z = 5, 2 x + 3 y − z = 3
Solu.:

1 2 −5 −9 
 
( A, B) =  3 −1 2 5 
 2 3 −1 3 

1 2 −5 −9 
 
= 0 −7 17 32  R2 → R2 − 3R1
0 −1 9 21  R3 → R3 − 2 R1

1 2 −5 −9 
 
= 0 −7 17 32 
0 0 46 115  R3 → 7 R3 − R2

46 z = 115  z = 2.5
−7 y + 17 z = 32  y = −1.5
x + 2 y − 5 z = −9  x = 6.5
The solution is x = 6.5, y = −1.5, z = 2.5

3. Solve the system of equations by Gauss Elimination method

3x+y–z=3, 2x–8y+z= – 5, x–2y+9z=8.
Solu.:

The given system can be written as matrix form AX=B,

 1 −2 9   x 8
     
where the coefficient matrix A =  3 1 −1 , X =  y  , B =  3 
 2 −8 1  z  −5 
     
  1 −2 9 8 
 
The augumented matrix is  A | I  =  3 1 −1 3 
 2 −8 1 −5 
 
by Gauss elimination method,
R 2 → R2 − 3R1, R3 → R3 − 2 R1

 1 −2 9 8 
 
 A | I  =  0 7 −28 −21
 0 −4 −17 −21
 
R3 → 4 R2 + 7 R3

 1 −2 9 8 
 
 A | I  =  0 7 −28 −21 
 0 0 −231 −231
 
−231z = −231  z = 1
7 y − 28 z = −21  7 y = 7  y = 1
x − 2 y + 9z = 8  x − 2 + 9 = 8  x = 1
Hence the solution is x = 1, y = 1, z = 1
4. Solve the following system of equations by Gauss Elimination method 2 x + y + 4 z = 12,
8 x − 3 y + 2 z = 20, 4x + 11 y − z = 33
Solution:

 2 1 4 12  2 1 4 12 
   
(A, B) = 8 −3 2 20   0 −7 −14 −28  R 2 → R 2 − 4R 1 , R 3 → R 3 − 2R 1
 4 11 −1 33   0 9 −9 9 

 2 1 4 12 
  R2 R3
 0 1 2 4  R 2 → −7 , R 3 → 9
 0 1 −1 1 

By Back Substitution, we get,

3z = 3  z = 1
y + 2z = 4  y = 4 − 2 = 2
2x + y + 4z = 12  2x = 12 − (2) − 4(1) = 2  x = 3
Hence the solution is, x = 3, y = 2, z = 1
5.
5. Solve the system of equations by Gauss Elimination method
5x1+x2+x3+x4 = 4; x1+7x2+x3+x4 = 12; x1+x2+6x3+x4 = -5; x1+x2+x3+4x4 = -6;
Solution:
5 1 1 1  x1   4 
1
 7 1 1  x 2   12 
=
1 1 6 1   x 3   − 5
    
1 1 1 4  x 4   − 6

x1=1; x2=2; x3=-1; x4=-2

GAUSS JORDAN METHOD:

Consider the system of equations

a1x + b1 y + c1z = d1
a2 x + b2 y + c2 z = d 2
a3 x + b3 y + c3 z = d3
The above system is can be written as matrix form AX=B . In this method the augmented
matrix [ A | B]  [ I | X] is transformed into an equivalent diagonal matrix, and then
directly we get the solution.

Problem:

1. Apply Gauss Jordan method to find the solution of the following system:

x +3 y +3 z = 16, x +4y +3z =18, x +3y +4z = 19.

Solution:

1 3 3  x 16
     
Given A = 1 4 3 , X = y , B = 18
     
1 3 4  z  19

1 3 3 16 
 
( A, B ) = 1 4 3 18 
1 3 4 19 

1 3 3 16 
 
= 0 1 0 2  R2 − R1
0 0 1 3  R3 − R1

1 0 3 10 
 
= 0 1 0 2  R1 − 3R2
0 0 1 3 

1 0 0 1 
 
= 0 1 0 2  R1 − 3R3
0 0 1 3 
Therefore x= 1,y= 2,z=3.
2. Apply Gauss Jordan method, find the solution of the following system:
2x – y + 3z = 8, –x + 2y + z = 4, 3x + y – 4z = 0.
Solu.:

The given system can be written as matrix form AX=B,

 2 −1 3   x 8
     
where the coefficient matrix A =  −1 2 1  , X =  y  , B =  4 
 3 1 −4  z 0
     
 2 −1 3 8 
 
The augumented matrix is ( A, B) =  −1 2 1 4 
 3 1 −4 0 

−1 2 1 4 
 
R1  R2 ( A, B)   2 −1 3 8 
 3 1 −4 0 

−1 2 1 4 
 
R2 → R2 + 2 R1 , R3 → R3 + 3R1 ( A, B )   0 38 0 76 
 0 7 −1 12 

−1 2 1 4 
R  
R2 → 2 ( A, B)   0 1 0 2 
38
 0 7 −1 12 

−1 2 0 2 
 
R3 → R3 − 7 R2 , R1 → R1 → R1 − R3 ( A, B)   0 1 0 2 
 0 0 1 2 

−1 0 0 −2 
 
R1 → R1 − 2 R2 ( A, B)   0 1 0 2 
 0 0 1 2 

Hence the solution is − x = −2  x = 2, y = 2, z = 2

3. Solve Gauss Jordan method, the equations 2 x + y + 4 z = 12, 8 x − 3 y + 2 z = 20,
4x + 11 y − z = 33
Solution:

 2 1 4 12  2 1 4 12 
   
(A, B) = 8 −3 2 20   0 −7 −14 −28  R 2 → R 2 − 4R 1 , R 3 → R 3 − 2R 1
 4 11 −1 33   0 9 −9 9 
  2 1 4 12 
  R2 R3
 0 1 2 4  R 2 → −7 , R 3 → 9
 0 1 −1 1 

 2 1 4 12 
 
 0 1 2 4  R 3 → R 2 − R 3
 0 0 3 3 

6 3 0 24 
 
 0 3 0 6  R 1 → 3R 1 − 4R 3 , R 2 → 3R 2 − 2R 3
0 0 3 3 

6 0 0 18 
 
0 3 0 6  R1 → R1 − R 2
0 0 3 3 
3z = 3  z = 1

y + 2z = 4  y = 4 − 2 = 2

2x + y + 4z = 12  2x = 12 − (2) − 4(1) = 2  x = 3

Hence the solution is, x = 1, y = 2, z = 3

GAUSS JACOBI METHOD AND GAUSS SEIDAL METHOD:

Consider the system of equations

a1x + b1 y + c1z = d1
a2 x + b2 y + c2 z = d 2
a3 x + b3 y + c3 z = d3

Condition for convergence is that the system of equations is diagonally dominant.

a1  b1 + c1 ; b2  a2 + c2 ; c3  a3 + b3

As the current values of the unknowns at each stage of iteration are used in getting the
values of unknowns, the convergence in Gauss seidel method is very fast when compared to
Gauss Jacobi and Gauss seidel method is roughly two times than Gauss Jacobi method.

Problem:
1. Solve the following system by Gauss Jacobi method 4 x + 2 y + z = 14, x + 5 y − z = 10,
x + y + 8 z = 20
Solution:
Clearly the given equation satisfies the diagonally dominant condition.
 1 1 1
x= (14 − 2 y − z ) , y = (10 − x + z ) & z = ( 20 − x − y )
4 5 8

14 10 20
First Iteration : Put x = 0, y = 0 & z = 0  x = = 3.5 ; y = = 2 & z = = 2.5
4 5 8
Second Iteration:

x=
1
4
(14 − 2 ( 2) − 2.5) = 1.875
1
y = (10 − 3.5 + 2.5 ) = 1.8
5
1
z = ( 20 − 3.5 − 2 ) = 1.8125
8
The remaining iteration is

1 1 1
Iteration x= (14 − 2 y − z ) y= (10 − x + z ) z= ( 20 − x − y )
4 5 8

0 0 0 0

1 3.5 2 2.5

2 1.875 1.8 1.8125

3 2.1469 1.9875 2.0406

4 1.9961 1.9787 1.9832

5 2.0149 1.9974 2.003

6 2.0006 1.9976 1.9985

7 2.0016 1.9996 2.0002

8 2.0002 1.9997 1.9998

9 2.0002 1.9999 2.0000

10 2.0001 2.0000 2.0000

11 2 2 2

12 2 2 2

Hence the root is x = 2 , y = 2 , z = 2

2. Solve the system by Gauss Jacobi’s method 30x-2y+3z=75, x+17y-2z=48, x+y+9z=15
 The gives system is diagonally dominant.
1
30 x − 2 y + 3 z = 75  x = (75 + 2 y − 3 z ) − − − (1)
30
1
x + 17 y − 2 z = 48  y = (48 − x + 2 z ) − − − (2)
17
1
x + y + 9 z = 15  z = (15 − x − y ) − − − (3)
9
let theinitial condition x = 0, y = 0, z = 0
1
First iteration : x (1) = (75 + 2(0) − 3(0)) = 2.5
30
1 1
y(1) = (48 − 0 + 2(0)) = 2.824, z (1) = (15 − 0 − 0) = 1.667
17 9
second iteration :x = 2.522, y = 2.873, z (2) = 1.075
(2) (2)

Third iteration : x (3) = 2.584, y (3) = 2.802, z (3) = 1.067

Fourth iteration : x (4) = 2.5801, y (4) = 2.797, z (4) = 1.068
Fifth iteration : x (5) = 2.579, y (3) = 2.797, z (3) = 1.069
Sixth iteration : x (6) = 2.579, y (6) = 2.797, z (6) = 1.069
Thesolution is x = 2.579, y = 2.797, z = 1.069.

3. Solve the following system by Gauss Jacobi method 20 x + y − 2 z = 17, 3 x + 20 y − z = −18,

2 x − 3 y + 20 z = 25;
Solution:

Clearly the given equation satisfies the diagonally dominant condition.

1 1 1
x= (17 − y + 2z ) , y = ( −18 − 3x + z ) & z = ( 25 − 2x + 3 y )
20 20 20

17 −18 25
First Iteration: Put x = 0, y = 0 & z = 0  x = = 0.85 ; y = = −0.9 & z = = 1.25
20 20 20

Second Iteration: x = 0.85, y = −0.9 & z = 1.25

1 1
 x = 17 + 0.9 + 2( 1.25 ) = 1.02; y =  −18 − 3( 0.85 ) + 1.25 = −0.965 &
20 20
1
z =  25 − 2( 0.85 ) + 3( −0.965 ) = 1.03
20

The remaining iteration is

1 1 1
Iteration x= (17 − y + 2 z ) y= ( −18 − 3x + z ) z= ( 25 − 2 x + 3 y )
20 20 20

0 0 0 0

1 0.85 –0.90 1.250

 2 1.02 –0.965 1.03

3 1.00125 –1.0015 1.0032

4 1.000 –1.0003 0.9965

5 1.000 –1.000 1.000

 The approximate root is x = 1 , y = −1, z = 1

4. Solve, by GaussSeidal method, the following system: 20x + y -2z = 17, 3x +20y -z =-18,
2x-3y +20z = 25.
Solution: The system is diagonally dominant,

Now, the system is diagonally dominant.

1 1 1
Therefore x = (7 − y + 2z), y = (−18 − 3x + z), z = (25 − 2 x + 3y)
20 20 20

Setting y= 0,z=0 we get

x (1) = 0.8500, y (1) = −1.0275, z (1) = 1.0109

Second iteration: x (2) = 1.0025, y (2) = −0.9998, z (2) = 0.9998

Third iteration: x (3) = 1.000, y (3) = −1.000, z (3) = 1.000

Hence x= 1,y= –1, z=1

5.Using Gauss- Seidel method, solve x + y + 54z = 110, 27x + 6y – z = 85,

6x + 15y + 2z = 72.

Solution:
As the coefficient matrix is not diagonally dominant we rewrite the equation as
27 x + 16 y − z = 85, 6 x + 15 y + 2 z = 72, x + y + 54 z = 110;
1 1 1
x= 85 − 6 y + z  , y = 72 − 6 x − 2 z  , z = 110 − x − y 
27 15 54
Let the initial value be x = 0, y = 0, z = 0

1
First Iteration: x (1) = 85 − 6(0) + (0) = 3.148
27
1
y (1) =  72 − 6(3.148) − 2(0) = 3.5408
15
1
z (1) = 110 − 3.148 − 3.5408 = 1.913
54
 1
Second Iteration: x (2) = 85 − 6(3.5408) + (1.913) = 2.4322
27
1
y (2) =  72 − 6(2.4322) − 2(1.913) = 3.572
15
1
z (2) = 110 − 2.4322 − 3.572 = 1.9259
54
Proceeding like this we get

x (3) = 2.4257, y (3) = 3.5729, z (3) = 1.926

x (4) = 2.4255, y (4) = 3.573, z (4) = 1.926
x (5) = 2.4255, y (5) = 3.573, z (5) = 1.926

4th and 5th iterations are same.

Hence x= 2.426 , y= 3.573 , z=1.926

6. Solve the following system, starting with initial vector of [0,0,0] using Gauss-seidal
method. 6 x1 − 2 x2 + x3 = 11, − 2 x1 + 7 x2 + 2 x3 = 5, x1 + 2 x2 − 5 x3 = −1

The given system is 6 x1 − 2 x2 + x3 = 11, − 2 x1 + 7 x2 + 2 x3 = 5, x1 + 2 x2 − 5 x3 = −1

The given system is diagonally dominant.

1
6 x1 − 2 x2 + x3 = 11  x1 = (11 + 2 x2 − x3 ) − − − −(1)
6
1
−2 x1 + 7 x2 + 2 x3 = 5  x2 = (5 + 2 x1 − 2 x3 ) − − − −(2)
7
1
x1 + 2 x2 − 5 x3 = −1 x3 = (1 + x1 + 2 x2 ) − − − −(3)
5
sin ce the initial vector [0, 0, 0].
1
First iteration : x1(1) = [11 + 2(0) − 0] = 1.833
6
1
x2(1) = [5 + 2(1.833) − 2(0)] = 1.2380
7
1
x3(1) = [1 + 1.833 + 2(1.2380)] = 1.06190
5
Second iteration : x1(2) = 2.0690, x2(2) = 1.0020, x3(2) = 1.0146
Third iteration : x1(3) = 1.9982, x2(3) = 0.9953, x3(3) = 0.9977
Fourth iteration : x1(4) = 1.9988, x2(4) = 1.0002, x3(4) = 0.9998
Fifthe iteration : x1(5) = 2.0001, x2(5) = 1.0000, x3(5) = 1.0000
sixth iteration : x1(6) = 2.0001, x2(6) = 1.0000, x3(6) = 1.0000
The required soluion is x1 = 2.0001, x2 = 1, x3 = 1
 7. Solve the following system of equations by Gauss Seidel method
x + y + 9 z = 15, x + 17 y − 2 z = 48, 30 x − 2 y + 3 z = 75
Solution:

The system of equations can be written as,

30 x − 2 y + 3z = 75, x + 17 y − 2 z = 48, x + y + 9 z = 15

Now, the system is diagonally dominant.

1 1 1
Therefore x = (75 + 2y − 3z), y = (48 − x + 2z), z = (15 − x − y)
30 17 9

Let the initial value be y = 0, z = 0

Iterations 1 1 1
x= (75 + 2y − 3z) y= (48 − x + 2z) z = (15 − x − y)
30 17 9

1 2.5 2.6765 1.0915

2 2.5693 2.8008 1.07

3 2.5797 2.7977 1.0692

4 2.5796 2.7976 1.0692

5 2.5796 2.7976 1.0692

Hence the solution is x = 2.5796, y = 2.7976, z = 1.0692

POWER METHOD:
To find the numerically largest eigen value of a matrix A (3  3) take
 1   0   0   1
       
X 0 =  0  or  1  or  0  or 1 as an initial eigen vector. Find AX 0 , take the numerically
 0   0   1   1
       
largest value out from AX 0 and considered as 1 X1 .Find AX 1 , take the numerically largest
value out from AX 1 and considered as 2 X 2 . Repeat the above steps until λi or Xi
converges.

Problem:

2 3
1. Find the dominant eigen value A =  using power method upto one
5 4 
1
decimal place accuracy. Start with X (0) =  
1 
 2 3  1 5 0.6 
AX (0) =     =   = 9   = 9 X (1)
5 4 1 9 1 
AX2= .
2 3  0.6   4.2  0.6 
AX (1) =     =   = 7   = 7 X (2)
5 4  1   7  1 

The dominant Eigen value is 7

25 1 2 
 
2. Find the numerically largest eigen value of A = 1 3 0 and the corresponding
 
 2 0 − 4
eigen vector.

1
 
Solution: Let the initial eigenvector be X (0)
=  0
 0
 

25 1 2   1   25  1 
       
AX(0)= 1 3 0  0  =  1  = 25 0.04  = 25 X (1) .
 
 2 0 − 4  0   2   0.08
 

25 1 2   1   25.2   1   1 
         
AX(1)= 1 3 0  0.04  =  1.12  = 25.2 0.0444 = 25.2 X ( 2) .(ie) X ( 2) =  0.0444
 
 2 0 − 4  0.08  1.68   0.0667
 
 0.0667
 
 1   1   1 
     
Repeating this , we get 25.1778  0.0450  , 25.1826  0.0451  , 25.1821 0.0451  .
 0.06888   0.0685   0.0685 
     
Therefore The largest eigenvalue is 25.1821

5 0 1 
3. Find all the Eigen value of A=
0 −2 0  using power method
 
1 0 5 
Solution:
 1 
X 0 = 0  be an initial eigen vector
 
0 
 5 0 1  1   5  1 
AX 0 = 0 −2 0  0  = 0  = 5  0  = 5 X 1
      
1 0 5  0  1  0.2 
5 0 1   1  5.2   1 
AX 1 = 0 −2 0   0  =  0  = 5.2  0  = 5.2 X 2
      
1 0 5  0.2   2  0.3846 

 1 
AX 2 = 5.3846  0  = 5.3846
 0.5429 
 
continue this process, then we get the eigen value  = 6,corresponding
1 
eigen vector = 0 
 
1 
 −1 0 1  1 
Let B = A −  I = A − 6 I = 0 −8 0 , take Y0 = 0 
 
   
 1 0 −1 0 

 −1 0 1  1   −1 1
BY0 =  0 −8 0  0  =  0  = −1 0  − 1Y1
      
 1 0 −1 0   1   −1
 −1 0 1   1   −2  1
BY1 = 0 −8 0 0 = 0 = −2  0  = −2Y2
     
      
 1 0 −1  −1  2   −1
 −1 0 1   1   −2  1
BY3 =  0 −8 0   0  =  0  = −2  0  = −2Y3
      
 1 0 −1  −1  2   −1
Dominant eigen value of B = −2 Thesmallest eigen valueof A = −2 + 5 = 4
By thepropertyof eigen value,Sumof theeigen value = Traceof A
 1 + 2 + 3 = 5 − 2 + 5
 6 + 4 + 3 = 8  3 = −2 The Eigen values are 6,4, −2.
 1 6 1 
 
4. Find the largest Eigen value and Eigen vector of 1 2 0 , by using Power
 
0 0 3
method.
Solu.:
1
 
Let X1 =  0  be an approximate eigen value
0
 
1 6 1   1   1   1 
     
AX1 = 1 2 0   0  =  1  = 1 1  = 1X 2
0 0 3  0   0   0 
 3.5714   1 
   
AX 3 =  1.8572  = 3.5714  0.52  = 3.5714 X 4
 0   0 
   
 4.12   1 
   
AX 4 =  2.04  = 4.12  0.4951 = 4.12 X 5
 0   0 
   
 3.9706   1 
   
AX 5 =  1.9902  = 3.9706  0.5012  = 3.9706 X 6
 0   0 
   
 4.0072   1 
   
AX 6 =  2.0024  = 4.0072  0.4997  = 4.0072 X 7
 0   0 
   

 3.9982   1 
   
AX 7 =  1.9994  = 3.9982  0.500  = 3.9982 X 8
 0   0 
   
 4  1 
   
AX 8 =  2  = 4  0.5  = 4 X 9
0  0 
   
 1 
 
 The largest eigen value is 4, corresponding eigen vector is  0.5 
 0 
 