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diff --git a/notes/Nov-6.org b/notes/Nov-6.org new file mode 100644 index 0000000..4a9562f --- /dev/null +++ b/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 |