Eigen Value Problems-Machine Learning and MATLAB-Lecture Slides, Slides of Machine Learning

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

2011/2012

Uploaded on 07/17/2012

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Chapter 4
Eigenvalue Problems
(MATLAB Implementation)
Dr. Muhammad Hanif Durad
Department of Computer and Information Sciences
Pakistan Institute Engineering and Applied Sciences
Most of the codes have been adopted from various books for
Numerical Computing using MATLAB their references have been
given in short on each topic
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Chapter 4

Eigenvalue Problems(MATLAB Implementation)

Dr. Muhammad Hanif Durad Department of Computer and Information SciencesPakistan Institute Engineering and Applied Sciences

[email protected]

Most of the codes have been adopted from various books forNumerical Computing using MATLAB their references have beengiven in short on each topic

docsity.com

Dr. Hanif Durad

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 -^

Dr. Hanif Durad

(^4) docsity.com

Companion Matrix

>> [V,D] = eig(B)V =0.

D =^4

Dr. Hanif Durad

>> c=[1 -6 8]c =^1

-6^8

>> B=compan(c)B =^6

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Algebraic-Geometric Multiplicity(2/2)

Dr. Hanif Durad

V =^1

-^

D =^1

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

Dr. Hanif Durad radius

center

│z-4│=5^ │z+5│=10 │z-3│=

-15≤^

λ^ ≥^9 ??

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Gerschgorin Theorem

Dr. Hanif Durad

(^10) docsity.com

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

Dr. Hanif Durad

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^ -

Dr. Hanif Durad

[X,D] = eig(A)

%left eigenvector X =0.

-0.^
0.^
-0.^
0.^
D =1.

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Eigenvalue Sensitivity-Example 4.7 (2/5)

[Y,D] = eig(A.') %right eigenvectorY =0.

0.^
-0.^
0.^
-0.^
D =1.

Dr. Hanif Durad

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

-27^ -^
>> C(2,2)=179.99C =-149.0000 -50.0000 -154.0000537.0000 179.9900 546.0000-27.

Dr. Hanif Durad

(^16) docsity.com

Eigenvalue Sensitivity-Example 4.7 (5/5)

Dr. Hanif Durad

[X2,D2] = eig(C)X2 =-0.2998 - 0.0414i

-0.2998 + 0.0414i

0.^
0.^

-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

Dr. Hanif Durad

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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

D =^1
0 0 0 2 0 0 0 0 -3^00 0 0

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