Hi,

I have a 4x4 matrix. I want to find the eigenvector corresponding to the highest eigenvalue for this matrix.

Can somebody point me to a straightforward numerical method for doing this?

Thanks a lot in advance.

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- May 15th 2008, 12:14 PMzeeshanzia84Numerical Method for calculating Eigenvector?
Hi,

I have a 4x4 matrix. I want to find the eigenvector corresponding to the highest eigenvalue for this matrix.

Can somebody point me to a straightforward numerical method for doing this?

Thanks a lot in advance. - May 15th 2008, 01:02 PMKGene
- May 15th 2008, 01:04 PMzeeshanzia84
thanks for the reply.

Yes the matrix is indeed over R. - May 15th 2008, 01:06 PMKGene
- May 15th 2008, 01:08 PMMoo
Hello,

There is no general method for a matrix 4x4...

You even have to prove in a first time that the matrix is diagonalisable over $\displaystyle \mathbb{R}$...

What is it for ? - May 15th 2008, 01:13 PMKGene
Perhaps the only "general" method that I know is to find the characteristic polynomial of the matrix, then find all eigenvalues by solving this degree 4 polynomial (which is possible in general). Next, spot the highest eigenvalues, and find a corresponding eigenvector.

- May 15th 2008, 01:14 PMMoo
- May 15th 2008, 04:09 PMzeeshanzia84
http://zeeshanzia84.googlepages.com/paper.jpg

pi and qi represent a set of vectors. and Q is the 4x4 matrix for which I need the eigenvector corresponding to the highest eigenvalue. I need to implement this in C++. - May 15th 2008, 05:54 PMThePerfectHacker
If you are a specific problem you can use this.