Power method to determine largest real eigenvalue does not converge
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I have written a function as per the pseudocode to determine the maximum eigenvalue of a given nxn matrix given a specified tolerance value. Unfortunately my anwser does not converge. The vector seems to be unchanged after the first 50-60 iterations so i attempted to caclulate the eigenvalue at the 55th iteration by calculating the infinite norm of the corresponding vector. The anwser is not close at all. Any assistance would be appreciated (i have attached the pseudocode as a PNG).
% M = randi(15,5)/10;
% A = M'*M;
A = [1 2 1; 6 -1 0; -1 -2 -1];
[V,D] = eig(A)
[e,v]= power_method(A,1e-4)
function [eigen_value,vector]= power_method(A,tol)
% Write you code here
x0 = randi([1,5],length(A),1); %arbitrary vector x0
vector = x0; %start with arbitrary vector x0
iter = 1; %iteration counter
while 1
vector_old = vector;
vector = A*vector;
eigen_value = norm(vector,inf);
vector = vector/max(vector);
error = norm(vector - vector_old);
if error<tol
break
end
iter = iter + 1;
end
iter
error
end
1 commentaire
Umar Mirza
le 28 Mar 2021
Réponses (1)
Bruno Luong
le 28 Mar 2021
The png is not correct if A has negative largest eigan (absolute) value
Try this
A = [1 2 1; 6 -1 0; -1 -2 -1];
[V,D] = eig(A)
[e,v]= power_method(A,1e-4)
function [eigen_value,vector]= power_method(A,tol)
% Write you code here
x0 = randi([1,5],length(A),1); %arbitrary vector x0
vector = x0; %start with arbitrary vector x0
iter = 1; %iteration counter
while 1
vector_old = vector;
vector = A*vector;
[~,imax] = max(abs(vector));
maxv = vector(imax);
vector = vector/maxv;
error = norm(vector - vector_old);
if error<tol
break
end
iter = iter + 1;
end
eigen_value = maxv
iter
end
2 commentaires
Umar Mirza
le 28 Mar 2021
Modifié(e) : Umar Mirza
le 28 Mar 2021
Bruno Luong
le 28 Mar 2021
No
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