Rayleigh–Ritz method: Difference between revisions

Content deleted Content added
Misleading and with no references "Derivation from calculus of variations" section removed instead added a reference to Ritz method where it is correctly described. Section "Applications in mechanical engineering" moved to Ritz method
Example: a few corrections and explanations added
Line 101:
0 & 1 & 0 & 0\\
1 & 0 & 0 & 0
\end{bmatrix}</math>,
where the columns of the first multiplier from the complete set of the left singular vectors of the matrix <math>A</math>, the diagonal entries of the middle term are the singular values, and the columns of the last multiplier transposed (although the transposition does not change it)
:<math>
\begin{bmatrix}
0 & 0 & 0 & 1\\
0 & 0 & 1 & 0\\
0 & 1 & 0 & 0\\
1 & 0 & 0 & 0
\end{bmatrix}^*
\quad = \quad
\begin{bmatrix}
0 & 0 & 0 & 1\\
0 & 0 & 1 & 0\\
0 & 1 & 0 & 0\\
1 & 0 & 0 & 0
\end{bmatrix}
</math>
are the corresponding right singular vectors.
 
Let us take
:<math>W = \begin{bmatrix}
Line 108 ⟶ 126:
0 & 0\\
0 & 0
\end{bmatrix}.</math>
with the column-space that is spanned by the two exact right singular vectors
:<math>
\begin{bmatrix}
0 & 1\\
1 & 0\\
0 & 0\\
0 & 0
\end{bmatrix}
</math>
corresponding to the singular values 1 and 2.
 
Following the algorithm step 1, we compute
Line 156 ⟶ 184:
</math>
recovering from its rows the two right singular vectors <math>v</math> as <math>[0, 1, 0, 0]^*</math> and <math>[1, 0, 0, 0]^*</math>.
We validate the first vector: <math>Mv=\sigma u</math>
: <math>
\begin{bmatrix}
Line 183 ⟶ 211:
\begin{bmatrix}0\\ 1\\ 0\\ 0\end{bmatrix}.
</math>
Thus, for the given matrix <math>W</math> with its column-space that is spanned by two exact leftright singular vectors, we determine these leftright singular vectors, as well as the corresponding rightsleft singular vectors and the singular values, all exactly. For an arbitrary matrix <math>W</math>, we obtain approximate singular triplets which are optimal given <math>W</math> in the sense of optimality of the Rayleigh–Ritz method.
 
 
== See also ==