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Diffstat (limited to 'notes')
-rw-r--r-- | notes/Oct-27.org | 26 | ||||
-rw-r--r-- | notes/Oct-30.org | 34 |
2 files changed, 60 insertions, 0 deletions
diff --git a/notes/Oct-27.org b/notes/Oct-27.org new file mode 100644 index 0000000..6d23576 --- /dev/null +++ b/notes/Oct-27.org @@ -0,0 +1,26 @@ +Use a bisection criterion for a start + +Hybrid Method: combine Bisection and Higher Order Method: +- Newton's Method +- Secant Method (Newton's method with secant approx.) + + +#+BEGIN_SRC c +fa = f(a) +fb = f(b) +if (fa * fb >= 0) return + +error = 10 * tol +iter = 0 + +while (error > tol && iter < maxiter) { +x0 = 0.5 * (a + b) +x1 = x0 - f(x0) / f'(x0) +if (abs(x1 - x0) > 0.5 * (b - a)) { +// do bisection +} else{ +// do newton's method +} +} +#+END_SRC + diff --git a/notes/Oct-30.org b/notes/Oct-30.org new file mode 100644 index 0000000..7d6ee03 --- /dev/null +++ b/notes/Oct-30.org @@ -0,0 +1,34 @@ +* Power Method for computing the largest eigenvalue of a square matrix + +An eigenvector, v \in R^n is a nonzero vector such that for some number, \lambda \in C, Av = \lambda v +\Rightarrow || v || = 1 + + +Suppose we start with some vector v and assume, v = \alpha_0 v_0 + \alpha_1 v_1 + \cdots + \alpha_n v_n, where {v_1, \cdots, v_n} +are the eigenvectors of A. Assume {v_1, \cdots, v_n} is a basis for R^n + +We can order the eigenvalues such that \lambda_1 \ge \lambda_2 \ge \lambda_3 \ge \cdots \ge \lambda_n + +Compute u = Av += A(\alpha_1 v_1 + \cdots + \alpha_n v_n) += \alpha_1 Av_1 + A(\cdots) + \alpha_n A v_n += \alpha_1 \lambda_1 v_1 + \alpha_2 \lambda_2 v_2 + \cdots + \alpha_n \lambda_n v_n + +w = A (Av) += \alpha_1 \lambda_1^2 v_1 + \alpha_2 \lambda_2^2 v_2 + \cdots + \alpha_n \lambda_n^2 v_n + +Thus, +A^k v = \alpha_1 \lambda_1^k v_1 + \alpha_2 \lambda_2^k v_2 + \cdots + \alpha_n \lambda_n^k v_n += \lambda_1^k ( \alpha_1 v_1 + \alpha_2 \frac{\lambda_2^k}{\lambda_1^k} v_2 + \cdots + \alpha_n \frac{\lambda_3^k}{\lambda_1^k} v_n) + +As k \rightarrow \infty +A^k v = \lambda_1^k (\alpha_1 v_1) + \text{negligble terms} + +Algorithm: +v \ne 0 with v \in R^n +y = Av = \alpha_1 v_1 + \cdots + \alpha_n v_n + +w = \frac{1}{||y||} \cdot y + +Rayleigh Quotient: +If $v$ is an eigenvector of A with eigenvalue \lambda then \frac{v^T A v}{v^T v} = \lambda |