Hello, I'm trying to find the dominant Eigenvectors of a matrix P. However, P could be non symmetric thus their are two "categories" of eigenvectors (left and right). Here I'm looking for the left dominant eigenvector of P (or the right dominant eigenvector of P').
What I don't know is, have I to use eig, or eigs function ? How to differentiate left eigenvectors from right eigenvectors ?
Thank you for your answers.

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Wayne King
Wayne King le 28 Avr 2012
Below W are the left eigenvectors, use the one associate with the largest eigenvalue.
If A is your matrix
[W,D] = eig(A.');
W = conj(W)

3 commentaires

Collet Bastien
Collet Bastien le 28 Avr 2012
I tried it, it seems to work but, I don't understand what is the purpose of conj (I checked the doc but I can't figure out why is it useful here).
Maybe can you tell me ?
Anyway, thanks for you answer.
Collet Bastien
Collet Bastien le 28 Avr 2012
When you say "left eigenvectors", is it the left eigenvectors of A, or A' ?
Wayne King
Wayne King le 28 Avr 2012
That's because we didn't conjugate the entries of A, we used A.'
You can omit that step if you do [W,D] = eig(A');

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