inclass11-eigen

# inclass11-eigen - [1/3 Objectives In-class work eigen...

This preview shows pages 1–3. Sign up to view the full content.

3/15/2016 [1/3] Objectives - In-class work: eigen - RELATE 1/1 Objectives Long-term goal: Understand the nature of eigenvectors and eigenvalues Understand how to apply Power Iteration and it's variants See an application of eigenvector extraction

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
3/15/2016 [2/3] Inverse Iteration with a Shift - In-class work: eigen - RELATE 1/1 Inverse Iteration with a Shift Suppose is an matrix with the eigenvalues , and . Suppose you apply the following iterative algorithm: and choose . Assuming that the algorithm converges on an eigenvector, which eigenvalue of is associated with that eigenvector? A 4×4 −8,−6,5 1 xk+1=(A−σI)−1xk (A−σI)−1xk σ=4 A
3/15/2016 [3/3] Principal Component Analysis (PCA) - In-class work: eigen - RELATE 1/1 Principal Component Analysis (PCA)
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

### What students are saying

• As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

Kiran Temple University Fox School of Business ‘17, Course Hero Intern

• I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

Dana University of Pennsylvania ‘17, Course Hero Intern

• The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

Jill Tulane University ‘16, Course Hero Intern