[Solved] Power method, eigenvalues.

function l = ww(A,E)
n = length(A);
y = [];
x = [];
for i = 1:n % starting vector
x(i) = A(i,1);
end;
l = 0;
blad = E; % starting value of error
while blad>=E
for i = 1:n % A*x
y(i) = 0;
for j = 1:n
y(i) = y(i) + A(i,j)*x(j);
end;
end;
blad = l;
l = 0; % Rayleigh
m = 0;
for i = 1:n
l = l + x(i)*y(i);
m = m + x(i)*x(i);
end;
l = l/m; % eigenvalue
blad = abs(l - blad); % error
x = y;
end;
end
That's how I've tried to compute eigenvalues. It works for some matrices, but for:
A =
0 -0.3333 -0.3333
-0.3333 0 0.3333
0.6000 0.2000 0
it doesn't work. How can I fix that?

7 个评论

What difference do you see between what you expect and what is output?
And what is the input E??
Wow. Looks just like Fortran code to me.
Fortran 77; 90 has vector operations.
@ Matt Fig
E - error of approximation.
@Kamil
@Teja Muppirala
how do you set E initially? I am sorry in case this question is silly but I am still new to this field. Thank you!
i have an error [not enough input argument]

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 采纳的回答

Simple power iteration only works when there is a single dominant eigenvalue. The matrix
A =[ 0 -0.3333 -0.3333
-0.3333 0 0.3333
0.6000 0.2000 0];
has 3 eigenvalues,
-0.3333
0.1667 + 0.3249i
0.1667 - 0.3249i
with absolute values:
0.3333
0.3651
0.3651
As you can see, the dominant eigenvalue is not unique. That is why your algorithm fails to converge.
One way to fix this is by using shifts (you can read all about it on Google).
But why not just use MATLAB's built in eigevnalue solver, EIG?
eig(A)

1 个评论

Thank you, I forgot about that.
I didn't use EIG, because I'm studying Numerical Methods and I'm trying to exercise that way.

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更多回答(3 个)

While we wait for more information, here is a vectorized version of whatever your algorithm is doing:
function l = ww(A,E)
x = A(:,1);
l = 0;
blad = E; % starting value of error
while blad>=E
y = A*x;
blad = l;
l = x.*y; % Rayleigh
m = x.*x;
l = l/m; % eigenvalue
blad = abs(l - blad); % error
x = y;
end;

2 个评论

when i run the above code there is an error of input values A and E(in line function) can u help it with me im sorry im very new to the matlab
Try calling the function in the command prompt even if you get the above mentioned error.
If it works then copy the function at the bottom of a new script and write the codes to be implemented above the function defined.
I have attached my code file for your reference.

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Kamil
Kamil 2011-5-13

0 个投票

Are there any other methods of computing eigenvalues?
Akankshya
Akankshya 2024-2-13

0 个投票

function l = ww(A,E)
x = A(:,1);
l = 0;
blad = E; % starting value of error
while blad>=E
y = A*x;
blad = l;
l = x.*y; % Rayleigh
m = x.*x;
l = l/m; % eigenvalue
blad = abs(l - blad); % error
x = y;
end

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