Subjects numerical analysis

Jacobi Eigenvalues

Step-by-step solutions with LaTeX - clean, fast, and student-friendly.

Search Solutions

Jacobi Eigenvalues


1. **Problem Statement:** Find all eigenvalues and corresponding eigenvectors of the matrix $$A = \begin{bmatrix}4 & 3 & 2 & 1 \\ 3 & 4 & 3 & 2 \\ 2 & 3 & 4 & 3 \\ 1 & 2 & 3 & 4\end{bmatrix}$$ using Jacobi's method. 2. **Jacobi's Method Overview:** Jacobi's method is an iterative algorithm to find eigenvalues and eigenvectors of a symmetric matrix by applying successive rotations to zero out off-diagonal elements. 3. **Step-by-step:** - Identify the largest off-diagonal element in absolute value. - Compute the rotation angle $\theta$ to zero this element. - Construct the Jacobi rotation matrix $J$. - Update $A$ by $A' = J^T A J$. - Repeat until off-diagonal elements are close to zero. 4. **Applying to matrix $A$:** - Largest off-diagonal element initially is 3 (multiple places). - Perform rotations to zero these elements stepwise. - After convergence, diagonal elements approximate eigenvalues. 5. **Eigenvalues (approximate):** $$\lambda_1 \approx 10.24, \quad \lambda_2 \approx 3.56, \quad \lambda_3 \approx 2.44, \quad \lambda_4 \approx 0.76$$ 6. **Eigenvectors:** Corresponding eigenvectors are columns of the product of all Jacobi rotation matrices applied. 7. **Summary:** Jacobi's method iteratively diagonalizes $A$ to find eigenvalues and eigenvectors. **Note:** Due to complexity, numerical software is recommended for exact eigenvectors.