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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. Although this restriction may seem severe, dominant eigenval- ues are of primary interest in many physical applications. Definition of Dominant Let l1, l2.

The Power Method Like the Jacobi and Gauss-Seidel methods, the power method for approximating eigenval-ues is iterative. First we assume that the matrix A has a dominant eigenvalue with corre-

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