Eigenvalue Power Method | Lecture 30 | Numerical Methods for Engineers

  Рет қаралды 37,228

Jeffrey Chasnov

Jeffrey Chasnov

3 жыл бұрын

How to compute the dominant eigenvalue using the power method.
Join me on Coursera: imp.i384100.net/mathematics-f...
Lecture notes at www.math.ust.hk/~machas/numeri...
Paperback at www.amazon.com/Numerical-Meth...
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Пікірлер: 20
@simonebozzardi1301
@simonebozzardi1301 2 жыл бұрын
Our Lord and Savior Jeffrey Chasnov. There's no way I'd be able to understand all of this by myself. You truly are a blessing to all of us self-taught students out here
@lifelyrics5659
@lifelyrics5659 11 ай бұрын
What alien language did he just say?
@nerium1440
@nerium1440 Жыл бұрын
The convergence part was super helpful, way better explained than other sources
@AjdinKocan
@AjdinKocan 2 ай бұрын
indeed, this man is single-handedly responsible for me understanding this and everyone else explains it like its defense against the dark arts
@bellacrazyable
@bellacrazyable Жыл бұрын
un genio, muchísimas gracias
@osamaelzubair1203
@osamaelzubair1203 9 ай бұрын
How did you get the lambd1 formula ? Where did the X-transpose come from ?
@SvetiK1324
@SvetiK1324 2 жыл бұрын
thank you!!
@marcellocali8985
@marcellocali8985 Жыл бұрын
Why is there the X_p transposed when we solve for lambda_1? Can't understand this part.
@OlehAbramov
@OlehAbramov Жыл бұрын
It took me some time to figure it out, but the idea is that we simply take a projection of X_p+1 onto X_p, so X_p transposed is just a part of the projection formula. The idea of the projection is such that you find some coefficient, which when multiplied by X_p, would produce such a scaled version of X_p that is the closest to X_p+1. We know that when p is sufficiently large, both X_p+1 and X_p are simply some multiples of e1, so they are collinear, which means X_p+1 can be expressed as X_p multiplied by some coefficient and that is the coefficient that projection gives us. Now if we look at the formulas of X_p+1 and X_p, the difference between them is just an extra multiple of lambda, so lambda = projection coefficient of X_p+1 onto X_p.
@sunnytian4765
@sunnytian4765 8 ай бұрын
literally watching this minutes before my exam because i couldn't understand my lecture
@Ralster
@Ralster 8 ай бұрын
At 2:15 you say that the n eigenvectors are linear combinations of the other n vectors, but they're also linearly independent? How can they be both?
@lucrece4836
@lucrece4836 7 ай бұрын
As far as i understand, he says that the col vectors can be written as lin combin of evectors, as it spans Rn.
@jaholt11
@jaholt11 Жыл бұрын
are you writing backwards on a glass pane you're standing behind or is it some camera trickery?
@megdutton7327
@megdutton7327 Жыл бұрын
pretty sure he’s writing normally then when he edits the video he mirrors it so the writing is facing us
@omerjunedi5874
@omerjunedi5874 Жыл бұрын
when did mike ehrmantraut become a math professor?????
@JohnJTraston
@JohnJTraston Жыл бұрын
Great! I can see you head really well. Just not the text in front of you.
@ashwiniashu254
@ashwiniashu254 2 жыл бұрын
Hello sir...I have a dought in power theorem....so can I talk with u sir
@TheTylerdurden152
@TheTylerdurden152 3 жыл бұрын
did you learned how to write backwards just so that you could lecture from behind a glass pane strictly to not be in the way of the camera/student view? If so i commend educators like yourself, thank you
@ProfJeffreyChasnov
@ProfJeffreyChasnov 3 жыл бұрын
Haha!
@minahany5894
@minahany5894 2 жыл бұрын
I think it's more like he has the glass pane between himself and the camera and the camera simply reflects everything he writes.
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