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| author | Elizabeth Alexander Hunt <me@liz.coffee> | 2026-07-02 11:55:17 -0700 |
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| committer | Elizabeth Alexander Hunt <me@liz.coffee> | 2026-07-02 11:55:17 -0700 |
| commit | 6bf4b90c90f15f4ab60833bddf5b5756d1a6b1f6 (patch) | |
| tree | ed97e39ec77c5231ffd2c394493e68d00ddac5a4 /Homework/math4610/notes/Nov-6.org | |
| download | misc-undergrad-6bf4b90c90f15f4ab60833bddf5b5756d1a6b1f6.tar.gz misc-undergrad-6bf4b90c90f15f4ab60833bddf5b5756d1a6b1f6.zip | |
Diffstat (limited to 'Homework/math4610/notes/Nov-6.org')
| -rw-r--r-- | Homework/math4610/notes/Nov-6.org | 25 |
1 files changed, 25 insertions, 0 deletions
diff --git a/Homework/math4610/notes/Nov-6.org b/Homework/math4610/notes/Nov-6.org new file mode 100644 index 0000000..4a9562f --- /dev/null +++ b/Homework/math4610/notes/Nov-6.org @@ -0,0 +1,25 @@ +* Power Method +v_{k+1} = A v_k, k = 0,1,2 + +** Properties +1. \frac{A v_k}{||v_k||} \rightarrow v_1 +2. \frac{v_k^T A v_k}{v_k^T v_k} \rightarrow \lambda_1 +3. If \lambda is a n eigenvalue of A, then \frac{1}{\lambda} is an eigenvalue of A^-1 +4. Av = \lambda v + Av - \mu v = (\lambda-\mu)v = (A - \mu I)v +5. If \lambda is an eigenvalue of A, then \lambda - \mu is an eigenvalue of A \cdot \mu I + +** Shifting Eigenvalues +1. Partition [\lambda_n, \lambda_1] + + +* Lanczos Algorithm + +#+BEGIN_SRC c + for (int i = 0; i < n; i++) { + sum = a0; + v_dot_v(a[i], x); + + b[i] = sum; + } +#+END_SRC |
