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authorElizabeth Hunt <elizabeth.hunt@simponic.xyz>2023-11-06 10:17:14 -0700
committerElizabeth Hunt <elizabeth.hunt@simponic.xyz>2023-11-06 10:17:14 -0700
commit586d8056c1c9e4bb4b8ef219babadc997559b83d (patch)
tree49845cf9316ec2a72031d770d2a6aa3c5ff4952a /notes
parentfcb00cd96982ba34252046fa35cd0d13ef4387bc (diff)
downloadcmath-586d8056c1c9e4bb4b8ef219babadc997559b83d.tar.gz
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nov 6, add -lm appended to make test due to my (admittedly heavy) usage of clang
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+* 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