4.II.39C

Numerical Analysis
Part II, 2008

Let ARn×nA \in \mathbb{R}^{n \times n} be a real matrix with nn linearly independent eigenvectors. When calculating eigenvalues of AA, the sequence x(k),k=0,1,2,\mathbf{x}^{(k)}, k=0,1,2, \ldots, is generated by power method x(k+1)=Ax(k)/Ax(k)\mathbf{x}^{(k+1)}=A \mathbf{x}^{(k)} /\left\|A \mathbf{x}^{(k)}\right\|, where x(0)\mathbf{x}^{(0)} is a real nonzero vector.

(a) Describe the asymptotic properties of the sequence x(k)\mathbf{x}^{(k)}, both in the case where the eigenvalues λi\lambda_{i} of AA satisfy λi<λn,i=1,,n1\left|\lambda_{i}\right|<\left|\lambda_{n}\right|, i=1, \ldots, n-1, and in the case where λi<λn1=λn,i=1,,n2\left|\lambda_{i}\right|<\left|\lambda_{n-1}\right|=\left|\lambda_{n}\right|, i=1, \ldots, n-2. In the latter case explain how the (possibly complexvalued) eigenvalues λn1,λn\lambda_{n-1}, \lambda_{n} and their corresponding eigenvectors can be determined.

(b) Let n=3n=3, and suppose that, for a large kk, we obtain the vectors

yk=xk=[111],yk+1=Axk=[234],yk+2=A2xk=[246]\mathbf{y}_{k}=\mathbf{x}_{k}=\left[\begin{array}{l} 1 \\ 1 \\ 1 \end{array}\right], \quad \mathbf{y}_{k+1}=A \mathbf{x}_{k}=\left[\begin{array}{l} 2 \\ 3 \\ 4 \end{array}\right], \quad \mathbf{y}_{k+2}=A^{2} \mathbf{x}_{k}=\left[\begin{array}{l} 2 \\ 4 \\ 6 \end{array}\right]

Find two eigenvalues of AA and their corresponding eigenvectors.