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10.3 POWER METHOD FOR APPROXIMATING EIGENVALUES

550 CHAPTER 10 NUMERICAL methods . POWER METHOD FOR APPROXIMATING EIGENVALUES . In Chapter 7 we saw that the EIGENVALUES of an n 3 n matrix A are obtained by solving its characteristic equation ln 1 cn21ln21 1 cn22ln22 1 .. 1 c0 5 0. For large values of n, polynomial equations like this one are difficult and time-consuming to solve. Moreover, numerical techniques for APPROXIMATING roots of polynomial equations of high degree are sensitive to rounding errors. In this section we look at an alternative METHOD for APPROXIMATING EIGENVALUES . As presented here, the METHOD can be used only to find the eigenvalue of A that is largest in absolute value we call this eigenvalue the dominant eigenvalue of A.

eigenvectors with corresponding eigenvalues of We assume that these eigenvalues are ordered so that is the dominant eigenvalue (with a cor-responding eigenvector of x1). Because the n eigenvectors are linearly independent, they must form a basis for Rn. For the initial approximation x 0, we choose a nonzero vector such that the linear combination

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  Methods, Power, Eigenvalue, Eigenvectors, Power method

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