Hotelling Deflation Assume that the largest eigenvalue ai in magnitude and an associated

Chapter 9, Problem 23

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Hotelling Deflation Assume that the largest eigenvalue ai in magnitude and an associated eigenvector v (l) have been obtained for the n x n symmetric matrix A. Show that the matrix R - A - -v (1)tv(l) y (v"1 )'v"1 * ' hasthe same eigenvalues X2,... , as A, exceptthat B has eigenvalue 0 with eigenvector v < l) instead of eigenvector A|. Use this deflation method to find X2 for each matrix in Exercise 5. Theoretically, this method can be continued to find more eigenvalues, but round-off error soon makes the effort worthless.

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