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Maths Assignment

The document contains MATLAB code for performing eigenvalue computations and matrix approximations using inverse iteration and Rayleigh quotient methods. It demonstrates the convergence of these methods to estimate the second largest eigenvalue and its corresponding eigenvector, achieving convergence in 5 and 4 iterations respectively. Additionally, it includes rank approximations of a given matrix using Singular Value Decomposition (SVD) and displays the norms of the differences between the original and approximated matrices.

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devarushi011
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2 views8 pages

Maths Assignment

The document contains MATLAB code for performing eigenvalue computations and matrix approximations using inverse iteration and Rayleigh quotient methods. It demonstrates the convergence of these methods to estimate the second largest eigenvalue and its corresponding eigenvector, achieving convergence in 5 and 4 iterations respectively. Additionally, it includes rank approximations of a given matrix using Singular Value Decomposition (SVD) and displays the norms of the differences between the original and approximated matrices.

Uploaded by

devarushi011
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Arushi Assignment 2 220104017

MATLAB Command Window Page 1


Q.1
>> M = [3 0 0; 0 2 0; 0 0 1]; % Mass matrix
K = [7 -3 0; -3 6 -3; 0 -3 3]; % Stiffness matrix

% Step 1: Compute Eigenvalues (only for reference, not used in iteration)


lambda_all = eig(K, M);
lambda_all = sort(lambda_all, 'descend'); % Sort eigenvalues in descending order
lambda_2 = lambda_all(2); % Second largest eigenvalue

% Step 2: Set initial values for inverse iteration


mu = lambda_2 - 0.2; % Shift mu further away to allow more iterations
x = [1; 1; 1]; % Initial eigenvector
tol = 1e-6; % Convergence tolerance
max_iter = 1000; % Maximum iterations

errors = zeros(max_iter, 1); % Store errors for convergence plot


lambda_prev = Inf; % Initial previous eigenvalue
converged = false; % Convergence flag

% Perform Inverse Iteration


for i = 1:max_iter
% Solve (K - mu * M) * y = M * x
A = (K - mu * M);

% Check if A is singular (to avoid division by zero errors)


if abs(det(A)) < 1e-10
warning('Matrix is nearly singular, stopping iteration.' );
break;
end

% Solve for new x


y = A \ (M * x);

% Normalize y
y = y / norm(y);

% Compute the Rayleigh quotient for eigenvalue estimate


lambda_i = (y' * K * y) / (y' * M * y);

% Compute relative error


error = abs((lambda_i - lambda_prev) / lambda_prev);
errors(i) = error;

% Check convergence
if error < tol
fprintf('Converged in %d iterations.\n' , i);
fprintf('Estimated second largest eigenvalue: %.6f\n' , lambda_i);
fprintf('Eigenvector:\n');
disp(y);
converged = true;
MATLAB Command Window Page 2

break;
end

% Update variables
lambda_prev = lambda_i;
x = y;
end

% If did not converge within max_iter


if ~converged
fprintf('Did not converge within %d iterations.\n' , max_iter);
end

% Trim unused error values


errors = errors(1:i);

% Plot error vs iteration number


figure;
semilogy(1:length(errors), errors, '-o', 'LineWidth', 1.5);
xlabel('Iteration Number');
ylabel('Relative Error');
title('Convergence of Inverse Iteration Method' );
grid on;
Converged in 5 iterations.
Estimated second largest eigenvalue: 2.507035
Eigenvector:
0.6823
-0.1186
-0.7213

>>
Convergence of Inverse Iteration Method
10-1

10-2

10-3
Relative Error

10-4

10-5

10-6

10-7
2 2.5 3 3.5 4 4.5 5
Iteration Number
MATLAB Command Window Page 1
19 February, 2025 2:56:48 AM
Q.2
>> % Given Matrices
M = [3 0 0; 0 2 0; 0 0 1]; % Mass matrix
K = [7 -3 0; -3 6 -3; 0 -3 3]; % Stiffness matrix

% Compute all eigenvalues (for validation)


lambda_all = eig(K, M);
lambda_all = sort(lambda_all, 'descend'); % Sort eigenvalues in descending order
lambda_2 = lambda_all(2); % Second largest eigenvalue

% Initial Guess
mu = lambda_2 - 0.2; % Start close to the second eigenvalue for better convergence
x = [1; 1; 1]; % Initial eigenvector guess
tol = 1e-6; % Convergence tolerance
max_iter = 1000; % Maximum iterations

errors = zeros(max_iter, 1); % Store errors


lambda_prev = Inf; % Initialize previous eigenvalue

% Rayleigh Quotient Iteration


for i = 1:max_iter
% Solve (K - mu * M) * x = M * x
A = (K - mu * M);

% Check if matrix is nearly singular


if abs(det(A)) < 1e-10
warning('Matrix is nearly singular, stopping iteration.' );
break;
end

% Solve the system


x_new = A \ (M * x);

% Normalize eigenvector
x_new = x_new / norm(x_new);

% Compute Rayleigh Quotient


lambda = (x_new' * K * x_new) / (x_new' * M * x_new);

% Compute relative error (Avoid division by infinity in first step)


if i > 1
error = abs((lambda - lambda_prev) / lambda_prev);
else
error = abs(lambda - lambda_prev);
end

errors(i) = error;
MATLAB Command Window Page 2
19 February, 2025 2:56:48 AM

% Check convergence
if error < tol
fprintf('Converged in %d iterations.\n' , i);
fprintf('Estimated second largest eigenvalue: %.6f\n' , lambda);
fprintf('Eigenvector:\n');
disp(x_new);
break;
end

% Update values for next iteration


lambda_prev = lambda;
mu = lambda; % Update μ using Rayleigh quotient
x = x_new;
end

% Trim unused error values


errors = errors(1:i);

% Plot error vs iteration number


figure;
semilogy(1:length(errors), errors, '-o', 'LineWidth', 1.5);
xlabel('Iteration Number');
ylabel('Relative Error');
title('Convergence of Rayleigh Quotient Iteration Method' );
grid on;
Converged in 4 iterations.
Estimated second largest eigenvalue: 2.507035
Eigenvector:
0.6824
-0.1185
-0.7213

>>
Convergence of Rayleigh Quotient Iteration Method
100

10-2
Relative Error

10-4

10-6

10-8

10-10
2 2.2 2.4 2.6 2.8 3 3.2 3.4 3.6 3.8 4
Iteration Number
MATLAB Command Window Page 1
19 February, 2025 3:04:23 AM

Q.3 >> A = [1 2 3 4 5 6;
0 3 0 7 9 11;
1 4 0 10 0 17;
0.8 7.3 -0.4 16.5 9.6 28;
1 0 1 4 6.2 -12.3];
% Rank 1 approximation
[U, S, V] = svd(A);
A_rank1 = U(:,1) * S(1,1) * V(:,1)';
norm_rank1 = norm(A - A_rank1);
% Rank 2 approximation
A_rank2 = U(:,1:2) * S(1:2,1:2) * V(:,1:2)';
norm_rank2 = norm(A - A_rank2);
% Rank 3 approximation
A_rank3 = U(:,1:3) * S(1:3,1:3) * V(:,1:3)';
norm_rank3 = norm(A - A_rank3);
% Display the results
disp('Rank 1 approximation:');
disp(A_rank1);
disp(['Norm of A - Areduced: ', num2str(norm_rank1)]);
disp('Rank 2 approximation:');
disp(A_rank2);
disp(['Norm of A - Areduced: ', num2str(norm_rank2)]);
disp('Rank 3 approximation:');
disp(A_rank3);
disp(['Norm of A - Areduced: ', num2str(norm_rank3)])
Rank 1 approximation:
0.2143 1.7261 0.0205 3.8582 2.0558 7.0376
0.3831 3.0853 0.0367 6.8965 3.6748 12.5797
0.4945 3.9822 0.0473 8.9012 4.7430 16.2365
0.8769 7.0620 0.0839 15.7854 8.4112 28.7937
-0.1739 -1.4005 -0.0166 -3.1305 -1.6681 -5.7103

Norm of A - Areduced: 14.1854


Rank 2 approximation:
0.4246 2.0110 0.3539 5.2213 4.4128 5.5245
0.6997 3.5144 0.5387 8.9489 7.2236 10.3014
0.2672 3.6742 -0.3130 7.4282 2.1960 17.8716
0.9799 7.2015 0.2472 16.4529 9.5654 28.0527
0.6558 -0.2761 1.2990 2.2484 7.6323 -11.6808

Norm of A - Areduced: 5.3206


Rank 3 approximation:
0.1910 1.8421 0.4566 4.1621 5.2911 5.8969
0.2515 3.1902 0.7358 6.9160 8.9093 11.0161
0.8355 4.0851 -0.5629 10.0051 0.0591 16.9657
0.9887 7.2079 0.2433 16.4929 9.5322 28.0387
MATLAB Command Window Page 2
19 February, 2025 3:04:23 AM

1.0406 0.0022 1.1298 3.9932 6.1854 -12.2942

Norm of A - Areduced: 2.9509


>>

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