# Nakafa Framework: LLM

URL: /en/subject/university/bachelor/ai-ds/linear-methods/individual-eigenvalue-calculation
Source: https://raw.githubusercontent.com/nakafaai/nakafa.com/refs/heads/main/packages/contents/subject/university/bachelor/ai-ds/linear-methods/individual-eigenvalue-calculation/en.mdx

Output docs content for large language models.

---

export const metadata = {
    title: "Individual Eigenvalue Calculation",
    description: "Learn 3 powerful eigenvalue calculation methods: inverse iteration with shift, von Mises for dominant eigenvalues, and smallest eigenvalue techniques.",
    authors: [{ name: "Nabil Akbarazzima Fatih" }],
    date: "07/17/2025",
    subject: "Linear Methods of AI",
};

## Inverse Iteration Method with Shift

The inverse iteration method with shift is designed to calculate specific eigenvalues that approach initial guesses. This algorithm uses a shift parameter <InlineMath math="\mu" /> as a guide to search towards particular eigenvalues.

Imagine you're searching for a radio station among many frequencies. Without shift, you hear all stations at once (unclear). With shift, you direct the dial to a specific frequency to get one clear station.

The algorithm starts with matrix <InlineMath math="A \in \mathbb{R}^{n \times n}" /> and shift parameter <InlineMath math="\mu \in \mathbb{R}" />. The initial vector <InlineMath math="w_0 \in \mathbb{R}^n" /> is normalized to <InlineMath math="\hat{w}_0 := w_0/\|w_0\|" /> and iteration starts from <InlineMath math="k := 0" />.

### LU Decomposition and Iteration

The first step is to compute the LU decomposition of matrix <InlineMath math="A - \mu \cdot I" />. This decomposition is performed once at the beginning and used repeatedly in each iteration for computational efficiency.

<MathContainer>
<BlockMath math="w_{k+1} := (A - \mu \cdot I)^{-1} \cdot \hat{w}_k" />
</MathContainer>

In practice, instead of computing the matrix inverse directly, we solve the linear system using LU decomposition

<MathContainer>
<BlockMath math="(A - \mu \cdot I) \cdot w_{k+1} = \hat{w}_k" />
</MathContainer>

### Normalization and Convergence

After obtaining <InlineMath math="w_{k+1}" />, perform normalization to prevent uncontrolled growth

<MathContainer>
<BlockMath math="\hat{w}_{k+1} := w_{k+1}/\|w_{k+1}\|" />
</MathContainer>

Eigenvalue estimation uses the ratio of vector components. For index <InlineMath math="j" /> with <InlineMath math="(\hat{w}_k)_j \neq 0" />

<MathContainer>
<BlockMath math="\lambda := (w_{k+1})_j / (\hat{w}_k)_j" />
</MathContainer>

Iteration continues until meeting the convergence criteria <InlineMath math="|1/\lambda - 1/\lambda_{\text{old}}| \leq \text{tolerance}" />. The tolerance parameter is a threshold value that determines how accurate the desired result should be, for example <InlineMath math="10^{-6}" /> for six decimal digit accuracy.

Imagine measuring height with a ruler. Tolerance determines how precise the measurement you accept (whether accurate to centimeters or needing millimeters). The smaller the tolerance value, the more accurate the result, but requires more iterations.

The final result provides eigenvalue <InlineMath math="1/\lambda + \mu" /> and eigenvector <InlineMath math="\hat{w}_k" />.

## von Mises Method for Dominant Eigenvalue

The von Mises vector iteration method finds the eigenvalue with the largest magnitude (dominant eigenvalue). This algorithm uses a simple iterative process with repeated matrix multiplication.

The algorithm starts with initial vector <InlineMath math="w_0 \in \mathbb{R}^n" /> normalized to <InlineMath math="\hat{w}_0 := w_0/\|w_0\|" /> and iteration starts from <InlineMath math="k := 0" />.

### Iteration and Convergence

Each iteration performs two main operations

<MathContainer>
<BlockMath math="w_{k+1} := A \cdot \hat{w}_k" />
<BlockMath math="\hat{w}_{k+1} := w_{k+1}/\|w_{k+1}\|" />
</MathContainer>

Eigenvalue estimation uses component ratio for index <InlineMath math="j" /> with <InlineMath math="(\hat{w}_k)_j \neq 0" />

<MathContainer>
<BlockMath math="\lambda := (w_{k+1})_j / (\hat{w}_k)_j" />
</MathContainer>

Iteration continues until <InlineMath math="|\lambda - \lambda_{\text{old}}| \leq \text{tolerance}" />. The tolerance value determines the level of precision needed, typically ranging from <InlineMath math="10^{-8}" /> to <InlineMath math="10^{-12}" /> for high-precision calculations. The final result is the dominant eigenvalue <InlineMath math="\lambda" /> and eigenvector <InlineMath math="\hat{w}_k" />.

This method succeeds if <InlineMath math="|\lambda_1| > |\lambda_2|" /> and the initial vector <InlineMath math="w_0" /> has non-zero components in the direction of the dominant eigenvector. With these assumptions, iteration converges to the dominant eigenvalue <InlineMath math="\lambda_1" /> and associated eigenvector.

## Technique for Finding Smallest Eigenvalue

For invertible matrices, there is an important relationship between the eigenvalues of a matrix and its inverse. If <InlineMath math="A \cdot v_n = \lambda_n \cdot v_n" />, then

<MathContainer>
<BlockMath math="A^{-1} \cdot v_n = \frac{1}{\lambda_n} \cdot v_n" />
</MathContainer>

This means the smallest eigenvalue of <InlineMath math="A" /> becomes the largest eigenvalue of <InlineMath math="A^{-1}" />. By applying vector iteration on <InlineMath math="A^{-1}" />, we obtain the smallest eigenvalue of the original matrix.

In practice, each iteration solves the linear system <InlineMath math="A \cdot w_{k+1} = \hat{w}_k" /> using LU decomposition, avoiding inefficient explicit inverse computation.