Questions tagged [eigensystem]

An eigenvector of an operator is a vector such that the action of the operator is the same as multiplication by a constant, called the eigenvalue. The eigensystem of an operator is the set of all such eigenvectors and their associated eigenvalues.

37 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
10
votes
1answer
95 views

Benchmark problems for eigenvalue reordering algorithms sought

Every real matrix $A$ can be reduce to real Schur form $T = U^T A U$ using an orthogonal similiary transform $U$. Here the matrix $T$ is quasi-triangular form with 1 by 1 or 2 by 2 blocks on the main ...
7
votes
0answers
246 views

Eigenvalue with largest imaginary part

Iterative eigensolvers such as ARPACK, give the option to find a subset of the eigenvalues which have the largest imaginary part. My question is how do these algorithms work. As I understand it, ...
6
votes
0answers
144 views

Solving a coupled eigen value problem

I have the following problem: $$\begin{bmatrix}A &B \\C& D\end{bmatrix}\begin{bmatrix}x\\y\end{bmatrix} = \begin{bmatrix}\lambda I_m & 0 \\ 0& \mu I_n\end{bmatrix}\begin{bmatrix}x \\y\...
6
votes
0answers
122 views

What strategies / decompositions would be useful to solve the following linear system repeatedly if I only care about time to solution?

Let $A\in \mathbb{R}^{n\times n}$ be symmetric positive semidefinite, and $B\in \mathbb{R}^{n\times n}$ be symmetric positive definite. Suppose $B$ is block diagonal so it is easy to invert. (We ...
5
votes
0answers
150 views

Multi-matrix orthogonal basis problem

Suppose we are given a set of symmetric, positive definite matrices $A_1,A_2,\ldots,A_k\in\mathbb{R}^{n\times n}$. Is there any numerical method or reduction to a known problem (e.g. eigenvalue ...
4
votes
0answers
80 views

How to construct a eigensolver targeting a specific type of matrix

I need to diagonalize such kind of matrix during research: it's n-by-n, with it's upper-left (n-1)-by-(n-1) corner be diagonal while the nth row & column are dense. It's observed that the self ...
4
votes
0answers
143 views

Eigenvalues of a Laplacian operator on an irregular mesh

I have the following setting: An irregularly-shaped domain, expressed as a mesh of points A Laplacian operator, together with boundary conditions I am looking for the eigenvalues of that operator, i....
4
votes
0answers
59 views

Differential eigenproblem with eigenvalue in boundary condition

Statement of the problem I need to (numerically) solve an eigenproblem of the type $$-\omega^2\mathcal{D}_1\vec{x}=\mathcal{D}_2\vec{x}$$ on the interval $[-1,1]$, where $\mathcal{D}_1$ and $\...
4
votes
0answers
148 views

Eigenvalue-style optimization with quadratic constraints

Suppose $A\in\mathbb{R}^{n\times n}$ is symmetric and positive definite and that we have several symmetric matrices $B_i\in\mathbb{R}^{n\times n}$ that are low-rank and indefinite. I need an ...
4
votes
0answers
600 views

Perron-Frobenius theorem on general real symmetric matrices

From the Perron-Frobenius theorem, it might be concluded that the spectral radius is the largest eigenvalue for positive matrices, ie, matrices with strictly positive entries. In other words, the ...
4
votes
0answers
99 views

Time-stable spectral decomposition algorithm

Consider an $n \times n$ real, time-dependent matrix $A(t)$ such that $A(t) = A(t)^{T} > 0$ and $A(t)$ is continuous on $[a,b]$. Then it is posible to specify a matrix $S(t) \in SO(n)$ such that $S(...
3
votes
0answers
55 views

Calculate the Bloch wave

The eigenvalue problem $$\frac{d^2u}{dx^2}+2i k\frac{du}{dx}-[k^2-6\sin(x)^2]u(x)=-\mu u(x)$$ gives the first five eigenvalues with $k=0$ or $k=1$ which are $2.06$, $2.26$, $5.16$, $6.81$, and $7....
3
votes
0answers
293 views

Iteratively finding both left and right eigenvectors for non-symmetric complex matrix

I have a complex, non-Hermitian matrix $\mathbf{A}$, for which I need to find a few eigenvalues and eigenvectors in the generalised eigenvalue problem: $$\mathbf{A}\cdot \mathbf{x} = \lambda \mathbf{...
3
votes
0answers
55 views

Dominant contributions of a quadratic form

Let $\Sigma$ be a covariance matrix (e.g. symmetric positive definite). For arbitrary vectors $\epsilon$, I need to compute $\chi^2 \equiv \epsilon^\top\Sigma^{-1}\epsilon$, which I do using a ...
2
votes
1answer
82 views

Eigenvectors associated to two quasi-degenerate eigenvalues

I need to find the smallest eigenvalue and the corresponding eigenvector of a sparse matrix $M$ whose dimension is $\approx 10^4$. Within Matlab enviroment, I use the command ...
2
votes
0answers
90 views

Left eigenvectors using ARPACK

I'm trying to find both the dominant $k$ left and right eigenvectors, that is, $$V_L\mathcal{A} = \Lambda V_L\\ \mathcal{A}V_R = V_R\Lambda\\ V_LV_R = I_{k\times k}$$ $V_L$ being the $k\times N$ ...
2
votes
0answers
50 views

Scaling for a nonsymmetric eigenvalue problem

I have an eigenvalue problem emerging from the internal vibro-acoustic coupling. The eigenvalue problem is nonsymmetric but it was proven in literature that it results in real eigenvalues and ...
2
votes
0answers
127 views

Generalized eigenvalue with null space

Define $S\in\mathbb{R}^{n\times n}$ as $$S:=H+Q^\top V^{-1} Q.$$ $H,V$ are positive semidefinite. Here, $H$, $Q$, and $V$ are large, dense matrices but they are structured: I can write code for ...
2
votes
0answers
294 views

Numerical solution of Dirac equation (eigenvalue problem)

Suppose we have equation of the form: $$H \Psi = E \Psi $$ where $H$ is Dirac Hamiltonian (also my question can be answered by people who are not familiar with Dirac Hamiltonian but familiar with ...
2
votes
0answers
58 views

Are the eigenvalues of the product matrix of two real symmetric square matrices also real values?

Suppose $A,B \in \mathbb{R}^{n\times n}; A=A^T, B=B^T$, let $C = AB, D =BA$, If we have all the real eigenvalues of $A$ and $B$, e.g. the eigenvalue decomposition of them: $A=P\Lambda_1 P^T$, $B=Q\...
2
votes
0answers
98 views

Preconditioner for large size hermitian eigenvalue problems

Basically I try to compute several smallest eigenvalues of some sparse 50k*50k eigenvalue problems using matlab. $$Ax = \lambda Bx$$ With matlab eigs, it's not as fast as I expected. So I tried some ...
1
vote
0answers
33 views

How can I maximise orthonormality between degenerate eigenvectors using ARPACK?

I am using ARPACK's zndrv1 to diagonalise a matrix (the context is quantum chemistry). While all vectors have a norm 1, as expected, vectors corresponding to degenerate eigenstates aren't always ...
1
vote
0answers
46 views

The sign of Schrodinger equation

I have a question for the format of Schrodinger equation $$\psi(x,t) = \int_0^\infty c_n e^{-iE_nt/\hbar} \psi_n(x)$$ Why do we have $i$ instead of $-i$?
1
vote
0answers
48 views

Methods to compute specific eigenvector components for a tridiagonal matrix

I have an application that is somewhat similar to the situation of computing Gaussian quadrature nodes and weights: simply put, I need to compute the eigenvalues and the last two (normalized) ...
1
vote
0answers
49 views

Solving 2D Schrodinger Equation with ARPACK: Can I ensure all eigenvectors have the same phase?

I use arpack to solve the 2D Schrodinger, and eigenvalue problem of the form $$Hx = \epsilon x$$ on a uniform grid. All eigenvectors are real in my case. Arpack doesn't normalise the eigenvectors, ...
1
vote
0answers
37 views

When numerically computing eigenstates during a coupled-mode-space NEGF calculation, do phases matter?

The coupled mode space NEGF method for computing transistor characteristics involves expanding the electronic wavefunction in a mode space basis $$\Psi(x,y,z) = \sum_n\phi_n(x)\xi_n(y,z;x)$$ where $\...
1
vote
0answers
47 views

Eigenvalue ODE in Spherical Coordinates--Numerical

I wish to solve an eigenvalue problem: $$\nabla^{2}f=Ef $$ If I assume spherical symmetry $f(r,\theta,\phi)=f(r)$, I can reduce the problem to 1D: $$(\frac{2}{r}\frac{d}{dr}+\frac{d^{2}}{dr^{2}})f=...
1
vote
0answers
162 views

How to make LAPACK eigenvectors orthogonal like Matlab?

I'm using LAPACK zgeev to calculate eigenvectors of a symmetric complex matrix of high dimensions ($n \approx 2000$). I need these eigenvectors to satisfy $$\sum_{...
1
vote
0answers
168 views

All eigenpairs of large sparse symmetric matrix

In advance I am sorry for my noobish question. I am a physics PHD student and basically I use python for my math/physics problems. But now I have a problem which requires more computing capacity and ...
1
vote
0answers
65 views

Coupled system of differential equations with eigenvalue

I have the following system of coupled differential equations (the Bogoliubov-de Gennes equations for a certain geometry): $$ \begin{cases} -\frac{1}{2}u''(r) + \big[\frac{1}{2r^2} + f_1(r)\big]u(r) +...
1
vote
0answers
205 views

Memory requirement to find eigenvalues and -vectors of large sparse matrix

How can I estimate how much memory will be needed to find eigenvalues and eigenvectors of a given large sparse matrix? I have a real symmetric matrix with roughly $5 \times 10^4$ rows and columns, ...
1
vote
0answers
28 views

Eigenvalue problem of the symmetric real operator which corresponds to the symmetric positive definite matrix

I have a real symmetric function $C(x,y)$ defined on $x,y\in[0,\infty)$, i.e. $C(x,y)=C(y,x)$. I want to solve the eigenvalues problem, i.e. find eigen values and eigen functions: $$\lambda \psi(x)=\...
1
vote
0answers
251 views

How to choose (and many) threshold in Eigenface?

I edited my question trying to make it as short and precise. I am developing a prototype of a facial recognition system for my Graduation Project. I use Eigenface and my main source is the document ...
1
vote
0answers
393 views

I am looking for a complex sparse matrix EigenVector solver for GPGPU; preferably CUDA

So far the closest I've found is ViennaCL, which has a Lanczos implementation for Eigenvalues. It is not clear that EigenVectors are produced by this library. Does anyone here know whether ViennaCL ...
1
vote
0answers
121 views

Locally conservative method for differential generalized eigenvalue problem

I have to approximate the smallest eigenvalue of the following generalized eigenvalue problem $$ - \nabla \cdot D(x) \nabla p(x) + \alpha(x) p(x) = \lambda \beta(x) p(x) $$ over a domain like ...
1
vote
0answers
51 views

Size reduction of matrices in dispersion curve calculation

I have an energy dispersion curve obtained from the eigenvalues of $$E(k) = \text{eig}(T e^{ik} + T^H e^{-ik} + H_0),$$ where $H_0$ and $T$ are $N\times N$ square matrices, $T^H$ is the Hermitian ...
0
votes
0answers
26 views

A preconditioner for self-consistent iteration

I tried to derive a preconditioner for self-consistent iteration similar to section IX in arXiv:0804.2583. For simplicity, consider here only one orbital (one or two electrons) systems. Suppose that ...