Kernel: SageMath (latest)
Shrijesh Siwakoti Quiz 12
QR Factorization for computing Eigenvalues
a)
In [219]:
Out[219]:
[ 2.3415 -1.6732 4.562]
[-8.6532 0.2451 -3.2476]
[ 1.8935 -0.2315 7.5432]
In [220]:
Out[220]:
A1 =
[ 4.206151247194258 8.928485710852218 -4.5368339427839395]
[ 2.2761628915243 -0.20738653029810353 -3.53699451867038]
[ -1.297072960275583 -0.3450199975211957 6.131035283103846]
Q =
[ -0.25556100428225825 -0.9607270109792931 -0.10813040028149873]
[ 0.944446073993268 -0.2719956490896509 0.18449926881969525]
[ -0.20666442947190092 -0.054972513596278416 0.9768663349404363]
R =
[-9.162195956210498 0.7069312205235696 -5.791963495828642]
[ 0.0 1.553548438076218 -3.914172218663431]
[ 0.0 0.0 6.276227426219659]
b)
In [221]:
Out[221]:
[9.471949825519662, -3.2875354764012146, 3.9453856508815535]
[9.545569978079062, 0.3546355486740621, 0.22959447324687804]
[9.54573704274284, 3.9434440190302107, -3.3593810617730497]
[9.545738439432888, 2.840542627352633, -2.2564810667855166]
[9.545738446014782, 3.5465097060341204, -2.9624481520488968]
[9.545738446052765, 3.290986003678245, -2.7069244497310034]
[9.545738446052965, 3.3931589482609232, -2.8090973943138824]
[9.545738446052965, 3.3542377315249365, -2.7701761775778984]
[9.545738446052965, 3.3693165530450018, -2.785254999097962]
[9.545738446052965, 3.363514067032416, -2.7794525130853756]
[9.545738446052965, 3.365752661766613, -2.7816911078195723]
[9.545738446052965, 3.3648898725897407, -2.7808283186426985]
[9.545738446052965, 3.3652225322541214, -2.781160978307079]
[9.545738446052965, 3.365094289907522, -2.7810327359604807]
[9.545738446052965, 3.3651437309351335, -2.781082176988092]
[9.545738446052965, 3.3651246704482745, -2.7810631165012327]
Eigenvalues = 9.5457, 3.3651, -2.7810
a)
In [222]:
Out[222]:
[ 4.0 2.0 -2.0 2.0]
[ 1.0 2.0 1.0 -1.0]
[ 0.0 0.0 3.0 0.0]
[ 1.0 1.0 -3.0 5.0]
In [223]:
Out[223]:
A1 =
[ 5.277777777777777 1.8654088225583494 -2.5253579677419475 0.7521014330903542]
[ 0.30367120367228956 1.3319783197831978 1.0010548691307164 -0.008389893580537931]
[ -0.755090422248423 -0.8254771826601458 5.052581564776686 -0.6206385862066683]
[ -0.8058229640253802 -0.8809388259564936 2.190489127788241 2.3376623376623376]
Q =
[ -0.9428090415820631 0.29448406953292416 -0.1067859115961747 -0.11396057645963793]
[-0.23570226039551584 -0.9202627172903879 -0.21357182319234946 -0.22792115291927595]
[ -0.0 0.0 -0.7297037292405271 0.6837634587578277]
[-0.23570226039551584 -0.25767356084130866 0.6407154695770482 0.6837634587578277]
R =
[ -4.242640687119285 -2.5927248643506733 2.3570226039551576 -2.82842712474619]
[ 0.0 -1.509230856356236 -0.7362101738323101 0.22086305214969304]
[ 0.0 0.0 -4.111257596452726 3.2035773478852407]
[ 0.0 0.0 0.0 3.418817293789138]
b)
In [224]:
Out[224]:
[5.809523809523808, 2.0419613389910416, 4.076658564059996, 2.07185628742515]
[5.995862068965517, 3.5408830513349048, 2.3907255320965195, 2.072529347603055]
[6.03782982282716, 3.68842288317002, 2.4477332266811143, 1.8260140673217011]
[6.036381137108031, 3.635044664005745, 2.755335943419959, 1.5732382554662605]
[6.026485093510379, 3.6127166525064736, 2.9086965376234932, 1.4521017163596504]
[6.017521354021676, 3.60854858109392, 2.965419509345173, 1.4085105555392274]
[6.011104504542591, 3.609956782866757, 2.985935490603611, 1.393003221987036]
[6.006886294803237, 3.6122898514520903, 2.9939018435225275, 1.3869220102221425]
[6.004220314985683, 3.6142460188234087, 2.9972480676828375, 1.3842855985080669]
[6.002569240368859, 3.615628889560457, 2.998732648841733, 1.3830692212289482]
[6.001558058336987, 3.6165383821735446, 2.9994112945640183, 1.382492264925448]
[6.000942699438463, 3.6171150853294685, 2.9997257972719877, 1.3822164179600802]
[6.000569606440167, 3.6174734578143624, 2.9998722805427276, 1.3820846552027428]
[6.00034389449622, 3.617693557572516, 2.9999405715275764, 1.3820219764036887]
[6.000207522356348, 3.6178277885164603, 2.9999723847319713, 1.381992304395223]
[6.000125192395796, 3.6179093011870638, 2.999987184802256, 1.3819783216148873]
[6.000075511800697, 3.6179586697382344, 2.999994060091349, 1.3819717583697222]
[6.000045541341788, 3.6179885210377334, 2.999997249673988, 1.381968687946492]
[6.000027464340363, 3.6180065525314182, 2.9999987276441935, 1.381967255484028]
[6.000016562117489, 3.6180174373735197, 2.999999411812758, 1.3819665886962356]
[6.0000099874014134, 3.618024005451109, 2.9999997282565913, 1.3819662788908886]
[6.000006022587161, 3.6180279677297733, 2.9999998745172367, 1.3819661351658323]
[6.000003631700547, 3.618030357647899, 2.999999942080014, 1.381966068571544]
[6.000002189952865, 3.618031799025656, 2.999999973274651, 1.3819660377468315]
Eigenvalues = 6.0000, 3.6180, 2.9999, 1.3819
a)The Power Method for finding the dominant eigenvalue λ and its corresponding eigenvector
In [225]:
Out[225]:
A =
[84 5 -5 5]
[ 1 0 1 -1]
[-1 1 0 1]
[ 3 5 -5 6]
X0=
(1.0, 2.0, 1.0, 1.0)
X1=
(1.0, 0.010638297872340425, 0.02127659574468085, 0.14893617021276595)
λ1 =
83.3586367157
In [226]:
Out[226]:
(1.0, 0.010300213541012435, -0.009923376460243688, 0.045346062052505964)
84.6914893617
---------------------------------------
(1.0, 0.011203067325653102, -0.011198598611123524, 0.04000095332576631)
84.3278482603
---------------------------------------
(1.0, 0.011253443171606644, -0.011253390169497389, 0.03975725316639459)
84.3120130963
---------------------------------------
(1.0, 0.011255776232605097, -0.011255775603957496, 0.039746473765468825)
84.3113204325
---------------------------------------
(1.0, 0.011255879837560387, -0.011255879830104119, 0.0397460007632161)
84.311290128
---------------------------------------
(1.0, 0.011255884388549757, -0.011255884388461321, 0.03974598005234134)
84.3112888022
---------------------------------------
(1.0, 0.01125588458787591, -0.011255884587874862, 0.03974597914602208)
84.3112887441
---------------------------------------
(1.0, 0.011255884596599203, -0.011255884596599191, 0.0397459791063673)
84.3112887416
---------------------------------------
(1.0, 0.011255884596980886, -0.011255884596980886, 0.03974597910463233)
84.3112887415
---------------------------------------
Dominant eigenvector = (1.00000, 0.0112, -0.0112, 0.0397) and dominant eigenvalue = 84.3113
In [227]:
Out[227]:
A =
[ 4.5 5.5 -5.5 5.5]
[ 1.5 0.5 1.5 -1.5]
[-1.0 1.0 0.0 1.0]
[ 3.0 5.0 -6.0 7.0]
X0 =
(1.0, 2.0, 1.0, 1.0)
X1 =
(1.0, 0.16129032258064516, 0.12903225806451613, 0.9032258064516129)
λ1 =
9.7771556551
In [228]:
Out[228]:
(0.9999999999999999, 0.04347826086956522, 0.006688963210702335, 0.9698996655518395)
9.64516129032
---------------------------------------
(1.0, 0.00766411196267908, 0.001332889036987681, 0.9930023325558147)
10.0367892977
---------------------------------------
(1.0, 0.00163338777959266, 6.666888896296661e-05, 0.9984999499983332)
9.99633455515
---------------------------------------
(0.9999999999999999, 0.0003166656111146348, 1.3333288889045202e-05, 0.99969000103333)
10.0003666789
---------------------------------------
(1.0, 6.433335477774029e-05, 6.666668888968415e-07, 0.999936999979)
9.99996333346
---------------------------------------
(1.0, 1.276666624111376e-05, 1.333333288941923e-07, 0.9999873000004234)
10.0000036667
---------------------------------------
(1.0, 2.5633333418736e-06, 6.66666668555746e-09, 0.9999974499999915)
9.99999963333
---------------------------------------
(1.0, 5.116666664918827e-07, 1.3333333277426367e-09, 0.9999994890000002)
10.0000000367
---------------------------------------
(1.0, 1.0243333331975141e-07, 6.666667220713585e-11, 0.9999998977000001)
9.99999999633
---------------------------------------
Dominant eigenvector = (1.0000, 0.0000, 0.0000, 0.9999) and dominant eigenvalue = 10
Singular Vale Decomposition
In [229]:
Out[229]:
A =
[1.0 2.0]
[3.0 4.0]
[5.0 6.0]
[7.0 8.0]
U =
[ -0.15248323331020117 -0.8226474722256604 -0.3945010222838285 -0.37995913387759556]
[ -0.349918371807964 -0.42137528768458005 0.2427965457043585 0.8006558795100628]
[ -0.5473535103057271 -0.020103103143501607 0.6979099754427753 -0.461434357387337]
[ -0.7447886488034903 0.38116908139757405 -0.5462054988633036 0.040737611754870284]
Σ =
[14.269095499261486 0.0]
[ 0.0 0.6268282324175418]
[ 0.0 0.0]
[ 0.0 0.0]
V =
[-0.6414230279950722 0.7671873950721771]
[-0.7671873950721771 -0.6414230279950722]
singular values = 14.2690 and 0.6268