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Dr. Sahaujas Advait delivered this lecture at Alliance University for Machine Learning and MATLAB course. Its main points are: Eigenvalue, Problems, MATLAB, Implementaion, Characteristics, Polynomial, Companion, Matrix, Jordan, Schur, Form
Typology: Slides
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Dr. Muhammad Hanif Durad Department of Computer and Information SciencesPakistan Institute Engineering and Applied Sciences
Most of the codes have been adopted from various books forNumerical Computing using MATLAB their references have beengiven in short on each topic
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Lecture Outline (1/2) Characteristics Polynomial Companion Matrix Algebraic Multiplicity Gerschgorin Theorem Bauer-Fike Theorem Eigenvalue Sensitivity Jordan Form Schur Form
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Characteristic Polynomial>> A=[3 1;1 3]A = (^3 11 3) >> poly(A)ans = 1 -^
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(^4) docsity.com
Companion Matrix
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Algebraic-Geometric Multiplicity(2/2)
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-^
When^ λ=1; AM=2; G.M=1When^ λ=0; AM=1; G.M=
v1^ v
v3 (^) λ 1 λ λ 2 3
v1 = v^2
Defective Matrix (?)Not LinearlyIndependent
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Gerschgorin Theorem>> A=[4 2 3;-2 -5 8;1 0 3]A = (^4 2 3) -2 -5^81 0 3 >> C = Gershg(A)C = (^4 0 5) -5 0 10 3 0 1
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center
│z-4│=5^ │z+5│=10 │z-3│=
λ^ ≥^9 ??
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Gerschgorin Theorem
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Bauer-Fike Theorem (1/2)>> A=[3 1;0 2]>> [X,D] = eig(A)X =1.0000^ -0.7071 0 0.7071D = 3 0 0 2
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E=[0 0; 10^-4 0];>> cond(X,2)ans =2.4142>> norm(E,2)ans =1.0000e-
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Eigenvalue Sensitivity-Example 4.7 (1/5)>> A=gallery(3)A = -149^ -50 -154 537 180 546 -27^ -9^ -
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[X,D] = eig(A)
%left eigenvector X =0.
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Eigenvalue Sensitivity-Example 4.7 (2/5)
[Y,D] = eig(A.') %right eigenvectorY =0.
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c = condeig(A)c =603.6390395.2366219.2920>> 1./cans =0.00170.00250.
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Eigenvalue Sensitivity-Example 4.7 (4/5)>> C=AC =-149^ -50 -154 537 180
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Eigenvalue Sensitivity-Example 4.7 (5/5)
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[X2,D2] = eig(C)X2 =-0.2998 - 0.0414i
-0.2998 + 0.0414i
-0.0160 + 0.0426i
-0.0160 - 0.0426i
D2 =1.6642 + 1.0543i
1.6642 - 1.0543i
2.6616 docsity.com
Schur Form>> schur(A)ans =^1 10
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Triangular Form>> A=[1 3 -1 0; 0 2 -6 1; 0 0 -3 2;0 0 0 4];>> [X,D] = eig(A)X =1.0000^ 0.
Dr. Hanif Durad
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