Eigenvalue

and
Eigenvector Method
Chapter 27.2

Iterative
Special importance in science & engineering
( Vibration sys, elasticity, oscillatory)
Provide useful information about its properties
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Vibration
Eigenvalues represent the
natural frequencies of a
system

Eigenvectors represent
the mode of these
vibration
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Why it is important to identify these

natural frequencies ?

when the system is subjected to

periodic external loads(forces) at
or near these frequencies,
resonance can cause the
response(motion) of the
structure to be amplified,
potentially leading to failure of
the component.
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Mechanics of materials:
the principle stresses are the
eigenvalues of the stress matrix, and
the principle directions are the
directions of the associated
eigenvectors. In quantum
mechanics, eigenvalues are
especially important.

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Power Method
Classification of Power Method : 2 types
1.

Power method for highest or largest

eigenvalue (PM_H(L) E)

2. Power method for lowest or

smallest
eigenvalue ( PML(S)E)
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When can the power method

be used?

Must not change the

Matrix
Largest eigenvalue is
desired
Must be real

Concept
The vector [x] is normalized
at each step
by dividing the elements of the
vector
by the value of the largest element.
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This makes the largest element of

the
vector equal to 1.
Because of this
scaling/normalization at each step
the power method yields the
eigenvalue & associated
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Power method for largest

Eigenvalue (LE)

The mathematical formula of PM_LE is

PM-LE Procedure
1.

Write the initial eigenvector; The vector

can be any nonzero vector

2. Execute the First iteration;

It-1;
3. Put the largest common of y (1) as
the first eigenvalue
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(1)

PM-LE Procedure cont

4. Find
( the first eigenvector) by
dividing the component of y (1) by (1);

5.

Repeat step(2) to execute iteration-2;

It-2;

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PM-LE Procedure
6. Repeat step (3) to find (2)
7. Repeat step(4) to find X(2) ;
8.Evalute the first error E1;

9. Repeat step(5) to execute the third

iteration; It-3

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10. Repeat step(6) to find

(3)

PM-LE Procedure
11. Repeat step (7) to find

12. Evaluate the second error E2

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PM-LE Procedure
13. Compare E2 with E1 ;
a)

If E2 < E1 then stop the

procedure and put as the
largest eigenvalue

b) If E2 > E1 then continue to the

next iteration and stop when En
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EXAMPLE

Find the dominant eigenvalue for the matrix A;

Solution
1.
2. Iteration #1
i =0
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Cont

3.
4.
5. Iteration #2;
i =1

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Cont

6.

7.

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8.

9.

Iteration #3;
i =2

10.
11.

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12.

13.

Since E3< E2 then stop and the largest,

Eigenvalue is
and the solution
is the associated eigenvector

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PM-LE Procedure

The last multiplicative factor (scalar) is the largest eigenvalue, and the normalized vector is the associated eigenvector.

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Exercise 1
Determine the largest eigenvalue of the
following matrix:

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