Consider the problem of finding an eigenvalue of an n x n matrix A when an approximate
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Consider the problem of finding an eigenvalue of an n x n matrix A when an approximate eigenvector v is known. Since v is not exactly correct, the equation Av = λv will probably not have a solution. However, λ can be estimated by a least-squares solution when (1) is viewed properly. Think of v as an n x 1 matrix V , think of λ as a vector in R1, and denote the vector Av by the symbol b. Then (1) becomes b = λV , which may also be written as Vλ = b. Find the least-squares solution of this system of n equations in the one unknown λ, and write this solution using the original symbols. The resulting estimate for λ is called a Rayleigh quotient.
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Linear Algebra And Its Applications
ISBN: 9781292351216
6th Global Edition
Authors: David Lay, Steven Lay, Judi McDonald
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