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The Use of the Power Method to Find Dominant Eigenvalues of MatricesCavender, Terri A. 07 1900 (has links)
This paper is the result of a study of the power method to find dominant eigenvalues of square matrices. It introduces ideas basic to the study and shows the development of the power method for the most well-behaved matrices possible, and it explores exactly which other types of matrices yield to the power method. The paper also discusses a type of matrix typically considered impossible for the power method, along with a modification of the power method which works for this type of matrix. It gives an overview of common extensions of the power method. The appendices contain BASIC versions of the power method and its modification.
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Least-Change Secant Updates of Non-Square MatricesBourji, Samih Kassem 01 May 1987 (has links)
In many problems involving the solution of a system of nonlinear equations, it is necessary to keep an approximation to the Jacobian matrix which is updated at each iteration. Computational experience indicates that the best updates are those that minimize some reasonable measure of the change to the current Jacobian approximation subject to the new approximation obeying a secant condition and perhaps some other approximation properties such as symmetry.
All of the updates obtained thus far deal with updating an approximation to an nxn Jacobian matrix. In this thesis we consider extending most of the popular updates to the non-square case. Two applications are immediate: between-step updating of the approximate Jacobian of f(X,t) in a non-autonomous ODE system, and solving nonlinear systems of equations which depend on a parameter, such as occur in continuation methods. Both of these cases require extending the present updates to include the nx(n+l) Jacobian matrix, which is the issue we address here. Our approach is to stay with the least change secant formulation. Computational results for these new updates are also presented to illustrate their convergence behavior.
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