Applied Linear Algebra: Rayleigh Quotient

  Рет қаралды 7,701

Nathan Kutz

Nathan Kutz

3 жыл бұрын

WEB: faculty.washington.edu/kutz/a...
This lecture focuses on algorithms for eigen-decompositions. Specifically, we consider the Rayleigh quotient and power iterations for producing eigenvalue and eigenvectors.

Пікірлер: 11
@shawqifarea696
@shawqifarea696 3 жыл бұрын
Thank you professor for this fantastic lecture! At around 4:10, the professor says: Hermitian matrices have m distinct eigenvalues. I think that is not always true, however. One counterexample is the mxm identity matrix: although it is Hermitian (i.e., symmetric), it has only one single eigenvalue (which is one) with an algebraic multiplicity of m.
@jimlbeaver
@jimlbeaver 3 жыл бұрын
Great stuff. I hadn't really gone through this before. Makes good sense...thanks for the clear explanation.
@robwindey9223
@robwindey9223 2 жыл бұрын
Great explanation!
@JuanGarcia-lo2el
@JuanGarcia-lo2el 2 жыл бұрын
You are the best! I would like to attend some of your classes.
@vinaykumar-dp8ej
@vinaykumar-dp8ej 2 жыл бұрын
Thanks a lot sir 🙏 very well explained 🙏
@mkelly66
@mkelly66 3 жыл бұрын
I'm probably missing something, but shouldn't the equation for the eigenvalue lambda (visible at the bottom right at 26:00) also be divided by v-transpose times v?
@rajinish0
@rajinish0 3 жыл бұрын
v is w/norm(w) which already normalized; so v^T times v is 1.
@5f3759df
@5f3759df 3 жыл бұрын
The Reighley quotient iteration can give you m eigenvalues and eigenvectors? In my intuition, I think this algorithm still procudes only the largest eigenvalue, but with cubic convergence speed compared to the standard power iteration. Am I right?
@Brien831
@Brien831 3 жыл бұрын
The so called min max method uses the rayleigh quotient to give all eigenvalues.
@5f3759df
@5f3759df 3 жыл бұрын
​@@Brien831 Just have Googled this min max theorem. Thanks a lot!
@drdmandal
@drdmandal 6 ай бұрын
Please an an example problem for more clarity.
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