LECTURE#24

The Smallest Eigenvalue

We can use the Power Method to find the smallest eigenvalue of a
matrix A. Let be an eigenvalue of the matrix A and X be the
corresponding eigenvector then A X X .

Thus A1 X 1 X . This means that the absolute smallest eigenvalue of

A can be found which is reciprocal of the dominant eigenvalue of A-1.
Finally Power Method

X 1 A 1 X 0

X 2 A1 X 1
X 3 A 1 X 2

X k A1 X k 1
For large powers of k, and by properly scaling this sequence, we will
see that we obtain a good approximation of the dominant eigenvector
of A-1.

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 Ex: Approximating a smallest Eigenvector by the Power Method.

2 12
A
1 5

Solution:-
2 12
A 10 12 2
1 5

1 5 12
A 1
2 1 2
1
We begin with an initial nonzero approximation of X0
1

1 5 12 1 1 7.00 7 1.00 1.00

A1 X 0 X1
2 1 2 1 2 1.00 2 0.14 0.14

1 5 12 1.00 1 3.32 3.32 1.00 1.00

A1 X 1 0.22 X2
2 1 2 0.14 2 0.72 2 0.22

1 5 12 1.00 1 2.36 2.36 1.00 1.00

A1 X 2 X3
2 1 2 0.22 2 0.56 2 0.24 0.24

1 5 12 1.00 1 2.12 2.12 1.00 1.00

A1 X 3 X4
2 1 2 0.24 2 0.52 2 0.25 0.25

1 5 12 1.00 1 2.00 2.00 1.00 1.00

A1 X 3 0.25 X4
2 1 2 0.25 2 0.50 2 0.25

1.00
We approximate a eigenvector of A to be 0.25 and smallest eigenvalue 1.

Answer

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 Ex: Approximating a smallest Eigenvector by the Power Method.

2 1 0
A 1 2 1
0 1 2

Solution:-
2 1 0
A 1 2 1 4
0 1 2
3 2 1
1
1
A 2 4 2
4
1 2 3
1

We begin with an initial nonzero approximation of X 0 1

1

3 2 1 1 6 0.75 0.75 0.75

1 1 1 8 8 1.00 2 1.00 X 1.00
1
A X 0 2 4 2 4 4 1
4
1 2 3 1 6 0.75 0.75 0.75

3 2 1 0.75 5 0.71 0.71 0.71

1 1.00 1 7 7 1.00 1.75 1.00 X 1.00
1
A X 1 2 4 2 4 4 2
4
1 2 3 0.75 5 0.71 0.71 0.71

3 2 1 0.71 4.84 0.71 0.71 0.71

1 1.00 1 6.84 6.84 1.00 1.71 1.00 X 1.00
1
A X 2 2 4 2 4 2
4 4
1 2 3 0.71 4.84 0.71 0.71 0.71

0.71

We approximate a eigenvector of A to be 1.00 and smallest eigenvalue 0.585.

0.71

Answer

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