Which algorithm does MATLAB eig() use to diagonalize a complex symmetric matrix?
59 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
I used MATLAB eig() to find eigenvectors and eigenvalues of a complex symmetric matrix. I searched through MATLAB online documentation to find a link to the algorithm they use, but failed. Can someone link me to the algorithm used by MATLAB? My curiosity is piqued also because of the fact that the algorithm used by eig() didn't seem to be something simple enough. I am saying this because we have a rudimentary conjugate gradient complex symmetric eigensolver in FORTRAN, and we get poor quality of complex orthogonality* between eigenvectors, unlike MATLAB.
*note that for a complex symmetric matrix, eigenvectors corresponding to distinct eigenvalues have a zero transpose inner product, not a zero conjugate-transpose inner product. That is, $v_1^T v2=0$ , but $v†1v2≠0$.
0 commentaires
Réponse acceptée
Stephan
le 25 Oct 2018
Hi,
Maybe you are looking for this:
There are 2 algorithms used, depending on input and/or user choice in options.
Best regards
Stephan
2 commentaires
Bruno Luong
le 1 Nov 2018
Modifié(e) : Bruno Luong
le 1 Nov 2018
According to Christine (who is TMW staff); it is LAPACK so more like Hessenberg reduction
Plus de réponses (1)
Christine Tobler
le 25 Oct 2018
EIG uses LAPACK functions for all cases. If there is a special case treatment for complex symmetric, I'm not aware of this.
Unless there are multiple eigenvalues, wouldn't a general nonsymmetric eigenvalue solver find eigenvectors that have a zero transpose inner product? (I haven't tried what EIG does for a complex symmetric matrix with multiple eigenvalues, because I'm not sure how to construct one).
2 commentaires
Bruno Luong
le 25 Oct 2018
Modifié(e) : Bruno Luong
le 25 Oct 2018
You are right Christine, there is no warranty of transposed orthogonal of eigen vectors output for multiple eigenvalues case:
% Construct A complex symmetric with multiple eigen values
B=randn(5)+1i*rand(5);
[W,D]=eig(B.'*B);
A=W*diag([1 1 1 2 2]+1i*[2 2 2 3 3])*inv(W);
A = A + A.'; % make sure A is symmetric
disp(A)
3.2186 + 5.0894i -0.7773 - 0.7697i -0.2351 - 0.1350i 0.2788 - 0.2281i 0.6007 + 0.6893i
-0.7773 - 0.7697i 2.4414 + 4.5526i 0.1556 + 0.2721i -0.0407 - 0.1935i -0.2904 - 0.3498i
-0.2351 - 0.1350i 0.1556 + 0.2721i 2.6024 + 4.1188i -1.0149 - 0.6676i 0.3581 - 0.2851i
0.2788 - 0.2281i -0.0407 - 0.1935i -1.0149 - 0.6676i 3.1806 + 6.1977i -0.9264 - 0.1746i
0.6007 + 0.6893i -0.2904 - 0.3498i 0.3581 - 0.2851i -0.9264 - 0.1746i 2.5570 + 4.0415i
[V,~]=eig(A);
V.'*V
ans =
0.9406 + 0.0527i 0.0000 + 0.0000i -0.0000 + 0.0000i 0.1090 - 0.0485i -0.0000 + 0.0000i
0.0000 + 0.0000i 0.9207 - 0.0703i 0.3896 + 0.0699i 0.0000 + 0.0000i 0.0186 - 0.0956i
-0.0000 + 0.0000i 0.3896 + 0.0699i 0.7577 + 0.0086i -0.0000 + 0.0000i -0.1659 - 0.5657i
0.1090 - 0.0485i 0.0000 + 0.0000i -0.0000 + 0.0000i 0.7661 - 0.2008i 0.0000 - 0.0000i
-0.0000 + 0.0000i 0.0186 - 0.0956i -0.1659 - 0.5657i 0.0000 - 0.0000i 0.5822 - 0.3127i
Voir également
Catégories
En savoir plus sur Operating on Diagonal Matrices dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!