Evaluate the convergence of the algorithms, Mathematics

Assignment Help:

Evaluate the convergence of the algorithms:

From the convergence proof of power method, LR and QR algorithm for the computation of eigenvalues we see that the easiest case to proof convergence of these algorithms is when all eigenvalues of a matrix are distinct and their absolute values are also distinct.

Conversely, it is not difficult to imagine that the convergence can be difficult to obtain when several eigenvalues have similar absolute values or in the case of repeated eigenvalue. In this project, we attempt to examine some of these more challenging cases.

Algorithmic Analysis

(a) Show that for any real valued matrix A, if a complex number is an eigenvalue, the complex conjugate μ must also be an eigenvalue.

(b) Consider a matrix A with a complex eigenvalue with non-zero imaginary part. Consider the Jornal canonical form of matrix A obtained via similarity transformation. What are the relationships between elementary Jordan blocks associated with and ?

(c) When using the power method or the LR or QR algorithm, can the algorithm converge to an upper-triangular matrix?

(d) Propose a possible approach to compute complex eigenvalues of a real valued matrix A.

Computer Implementation

(a) Implement LR and QR for computation of eigenvalues including algorithm to first transform the input matrix to a Henssenberg matrix.

(b) Validate the correctness of your implementation.

(c) Evaluate the convergence of the algorithms in the case of matrix with complex eigenvalue.


Related Discussions:- Evaluate the convergence of the algorithms

Fractions, you need to cut the proper to cut 2''*4*8 long studs to the prop...

you need to cut the proper to cut 2''*4*8 long studs to the proper length to make a finished wall 8" in height underneath the studs there will be a double plate made up of two piec

An even number is selected, Let the Sample Space S = {1, 2, 3, 4, 5, 6, 7, ...

Let the Sample Space S = {1, 2, 3, 4, 5, 6, 7, 8}. Suppose each outcome is equally likely. Compute the probability of event E = "an even number is selected".

Cenamatic, a tire placed on a balancing machine in a service station starts...

a tire placed on a balancing machine in a service station starts from rest an d turns through 4.7 revolutions in 1.2 seconds before reaching its final angular speed Calculate its a

Calculate the slope of the line, Calculate the slope of the line: Exa...

Calculate the slope of the line: Example: calculate  the  slope  of  the  line  whose  equation  is  y  =  2x  +  3  and  whose y-intercept is (0,3). Solution:    y =

Mean value theorem function, Mean Value Theorem : Suppose f (x) is a funct...

Mean Value Theorem : Suppose f (x) is a function which satisfies both of the following. 1. f ( x )is continuous on the closed interval [a,b]. 2. f ( x ) is differentiable on

Stats, Instructions: 1. Write the null and alternative hypotheses. ...

Instructions: 1. Write the null and alternative hypotheses. 2. Calculate the test statistic. 3. Determine the critical value whether or not there has been an improv

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd