MATH 128B COMPUTER PROBLEM 4 February 24th, 2014

Consider a real symmetric matrix A having distinct eigenvalues

|1 | > |2 | > > |n |.

The inner-product < w, z > of the vectors w = [w1 , , wn ]t and z = [z1 , , zn ]t ,

is defined by
Xn
< w, z >= wi zi (dot product).
i=1

A modified power method :

(1) Choose an initial vector v(0) , and compute the iterates v(k) by the relation
(k)
v = Av(k1) ; k = 1, 2, 3, .
(2) For each k compute the quantity

< v(k) , v(k) >

lk = .
< v(k1) , v(k) >

(3) In the limit, lk 1 as k , where 1 is the dominant eigenvalue of

the real symmetric matrix A.

(a) Show (theoretically) that the conclusion of (3) above is valid. Also show that
the vector v(k) approximates the corresponding eigenvector, x1 , of the matrix A.

Hint: Use Theorem : If a real symmetric matrix A has distinct eigenvalues,

then the corresponding normalized eigenvectors form an orthonormal set, i.e.

1 if i = j
< xi , xj >=
0 6 j.
if i =

(a vector w is normalized if < w, w >= 1).

(b) Use the modified power method to compute the dominant eigenvalue and the
corresponding normalized eigenvector for the matrices A and B given below. For
your computation, use the following stopping criteria

|lk lk1 | 5E 6.
 0.8 0.2 0.2 0 2 1 3 4

0.2 0.6 0.2 0 1 3 1 5
A= , B=
0.2 0.2 1.0 0.4 3 1 6 2

0.0 0.0 0.4 0.8 4 5 2 1

(c) Use your computer algorithm to solve problem #21 page on 592 of the text.

Deadline :
F riday, M arch 7th 2014
Absolute Deadline :
M onday, M arch 10th 2014
There will be no credit for programs handed in after this date and time.