Let A∈Rn×n be a real matrix with n linearly independent eigenvectors. When calculating eigenvalues of A, the sequence x(k),k=0,1,2,…, is generated by power method x(k+1)=Ax(k)/∥∥∥Ax(k)∥∥∥, where x(0) is a real nonzero vector.
(a) Describe the asymptotic properties of the sequence x(k), both in the case where the eigenvalues λi of A satisfy ∣λi∣<∣λn∣,i=1,…,n−1, and in the case where ∣λi∣<∣λn−1∣=∣λn∣,i=1,…,n−2. In the latter case explain how the (possibly complexvalued) eigenvalues λn−1,λn and their corresponding eigenvectors can be determined.
(b) Let n=3, and suppose that, for a large k, we obtain the vectors
yk=xk=⎣⎢⎡111⎦⎥⎤,yk+1=Axk=⎣⎢⎡234⎦⎥⎤,yk+2=A2xk=⎣⎢⎡246⎦⎥⎤
Find two eigenvalues of A and their corresponding eigenvectors.