Questions tagged [eigenvalues]

Eigenvalues are a special set of scalars associated with a linear system of equations (i.e., a matrix equation) that are sometimes also known as characteristic roots, characteristic values (Hoffman and Kunze 1971), proper values, or latent roots (Marcus and Minc 1988, p. 144).

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1 answer
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qr-algorithm to find eigenvalues not returning expected values

I tried to compute eigen values with the QR-algorithm found here (there is also a wikipedia page also) ...
0 votes
2 answers
79 views

Solving a generalized eigenvalue problem with Chebyshev spectral method: How to impose boundary conditions into the matrices?

I'm solving a local instability problem for a pipe Poiseuille flow. The coordinate system is columnar, i.e., ($r,\theta,x$) (radial, tangential and axial). The basic flow is $\bar{u_r}=0, \bar{u_\...
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Iterative methods for underestimate of smallest eigenvalue for large sparse matrices

I recently read the paper "EUCLIDEAN-NORM ERROR BOUNDS FOR SYMMLQ AND CG" by Estrin et al. and there they use an underestimate (i.e. something in $(0,\lambda_{min}]$) of the smallest ...
3 votes
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Generalized Eigenvalue Problem using MATLAB

I'm trying to solve a generalized eigenvalue problem. I have two matrices $H$ and $S$ such that: $$ HX=λSX $$ I need to find the eigenvalues $\lambda$. The matrices $H$ and $S$ are real, asymmetric, ...
2 votes
1 answer
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Finding the correct order of eigenvectors of a parameter-dependent Hermitian matrix

so, I have a symmetric, analytic matrix $\mathbf{H}(x)$ ($x$ is real). Because $\mathbf{H}(x)$ is analytic and $x$ is real, it is possible to find analytic functions for the eigenvectors and the ...
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Oscillating eigenvectors for 2d-laplace operator

I am trying to calculate the eigenvectors of a Laplace-operator in 2d, with boundary conditions equal to $u=0$ if $x, y$ are outside of a rectangle defined as $(0.5, 0.5), (1.5, 1.5)$. For that I used ...
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2 votes
1 answer
120 views

Numerical diagonalization of Hamiltonian

Framework I am trying to diagonalize the Bogoliubov-de Gennes Hamiltonian. The problem is that the Hamiltonian contains a Laplacian. This could be solved by using a discretized Laplacian. How I tried ...
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1 vote
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Well-conditioned pseudospectral for computing eigenvalues to (partial) differential equations

I am working on writing a Chebyshev pseudospectral method (see for example "Chebsyhev and Fourier spectral methods" by John Boyd) to solve for the eigenvalues of differential equations of ...
1 vote
1 answer
339 views

How to implement Lax-Friedrich flux splitting with WENO scheme

I'm working on modeling a shock wave using the Euler equation with an advanced Equation of state and the fifth order WENO scheme. The equation are set up on the form: \begin{equation} \frac{\partial U}...
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2 votes
1 answer
114 views

LOBPCG bad preconditioned performance for largest eigenpairs

The LOBPCG algorithm finds eigenpairs of the generalized eigenproblem $$ Ax = \lambda B x $$ where $B$ is symmetric and positive-definite, $A$ is symmetric. One of the features that makes LOBPCG so ...
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Eigen-decomposition one eigenpair by one eigenpair?

Is it possible to conduct an Eigen-decomposition of a matrix one eigenpair by one eigenpair? And related to this question, what is the time complexity of truncated eigendecomposition? I am trying (...
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P1 Finite element discretisation of laplace-neumann eigenproblem

I am looking for help in the FE discretisation of the Laplace eigenkproblem with Neumann boundary conditions; that is, $$-\int_{\Omega} \nabla u \cdot \nabla v= \lambda \int_{\Omega} uv,$$ or $$Ax=\...
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Can we sparse solve a few eigenvalues specified by index range?

I need to solve a few eigenvalues of a large sparse matrix specified by their index range. These indices are according to the whole eigenspectrum sorted in algebraic (not absolute value) ascending ...
1 vote
1 answer
430 views

Numerical Solution of the Schrödinger equation for hydrogen

I'm trying to solve the Schrödinger equation for the hydrogen atom in the following form numerically: $$\left[-\frac{\hbar^2}{2m}\frac{d^2}{dr^2}+V(r)+\frac{\hbar^2l(l+1)}{2mr^2}\right]R(r)=ER(r).$$ ...
3 votes
1 answer
397 views

A method for finding the number of eigenvectors with a given, known eigenvalue

Is there a method for finding the number of eigenvectors with a given eigenvalue? I do not need the eigenvectors themselves, and to find the eigenvectors seems quite tough, given the comments on the ...
4 votes
1 answer
88 views

Roundoff errors in FEM computations - generalized eigenvalues

This is a continuation of my previous question. I am trying to effectively compute a bound for the roundoff errors in some FEM computation (2d polygons, triangular meshes). Below I will write some of ...
1 vote
1 answer
124 views

Accelerated Inverse Power Method with Rayleigh Quotient

I am considering implementing the accelerated inverse power (AIP) method with Rayleigh quotient to speed up eigendecomposition of a real square symmetric matrix. Halton (1996) gives an example ...
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3 votes
4 answers
217 views

Solving the eigenvalue from a set of coupled second order differential equation numerically

I met a problem in solving a set of coupled differential equation, as shown below: $$A_1\psi_1(z)+A_2\frac{d^2\psi_1(z)}{dz^2}+A_3\frac{d\psi_2(z)}{dz}=\lambda\psi_1(z)$$ $$A_4\psi_2(z)+A_5\frac{d^2\...
18 votes
3 answers
3k views

Why do we usually not want the eigenvalues of non-symmetric matrices?

I came across this line in a class note I am reading where it discusses finding eigenvalues of matrices. In reality we don't go all the way with Arnoldi. We stop at a decent value of 𝑘. Then the 𝑘 ...
2 votes
0 answers
125 views

How to obtain smallest eigenvalues with Arnoldi iteration

I understand that the Arnoldi iteration produces a basis which tends to include in its span the eigenvectors corresponding to eigenvalues of large magnitude (hence the analogy between the last vector ...
1 vote
1 answer
287 views

Numerical solution to the infinite well problem

I've used the following code to implement it ...
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1 vote
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Reproducing a paper's result for Topological Insulators

For the past weeks I have been trying to reproduce Agarwala's results but I've been unsuccessful. From this paper I am trying to reproduce the first and last columns of Fig.2, by implementing eq.2; ...
3 votes
1 answer
152 views

`eigsh` (Lanczos algorithm) slows down for degenerate eigenvalues

I have a complex Hermitian matrix of size about $70000\times 70000$. I want about 100 eigenvalues near 0. However, I know that every eigenvalues are two-fold degenerate. I found out that the running ...
1 vote
1 answer
234 views

Eigenvalue problem for ordinary differential equation

I am trying to compute the natural frequency of a cantilevered beam. The Euler-Bernoulli equation reduces to the following problem : $$ v''''=\lambda v, \text{with }, v(0)=0, v'(0)=0, v'''(1)=0,v''(1)...
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1 answer
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How are eigenvalues of a cell in the finite volume discretization calculated? (for euler fluid equations)

I am building a program to numerically solve the euler fluid equations based on finite volume discretization and am having trouble on a step where the eigenvalues of a cell need to be calculated ...
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3 votes
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Does shift-invert method has invertibility issue?

Please note that I have nearly zero background on numerical methods. I understand the shift invert method as described in SciPy Tutorial The main argument of the above link is as follows. Suppose we ...
2 votes
4 answers
492 views

Eigenvalue decomposition for a very huge matrix of medical images (such as the pixel physical coordinates of CT images)

I am trying to do eigenvalue decomposition for a huge matrix larger than 788000×788000 for medical image analysis. The matrix is not sparse and every element in the matrix has a real value. And, for ...
0 votes
1 answer
242 views

Pseudospectrum of non square Matrix in Python

I have a rectangular matrix $A \in \mathbb{R}^{m \times n}$ ...
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3 votes
1 answer
191 views

Lanczos algorithm for finding top eigenvalues of a matrix sum

I am trying to find the top k leading eigenvalues of a NumPy matrix (using python dot product notation) L@L + a*X@X.T, where $L$ ...
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0 answers
357 views

Numerical Range of a matrix in Python

In the mathematical field of linear algebra and convex analysis, the numerical range or field of values of a complex $n\times n$ matrix $A$ is the set $$W(A)=\left\{{\frac {{\mathbf {x}}^{*}A{\...
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0 votes
0 answers
107 views

Large scale nonsymmetric eigenvalue problems in practical applications

I am trying to determine need for solving large scale nonsymmetric eigenvalue problems in both industry and academia. I am interested in any kind of problem where we cannot assume that matrices are ...
0 votes
2 answers
196 views

Given a symmetric matrix, is it ok to apply Cholesky decomposition to see if it has negative eigenvalues?

I intend to check the diagonal of L, where A = L'L, for negative elements. However, I don't know if Cholesky is meaningful in theoretical / computational sense if there are some negative eigenvalues.
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1 vote
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Neural networks trained with subspace iteration algorithms for solving SCF eigenvalue problems

I am toying with the idea of using current libraries available with SCF (Self-Consistent Field) subspace iteration codes to train an ANN (Artificial Neural Network) to solve for SCF eigenvalue ...
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9 votes
3 answers
617 views

Accuracy issues with Arpack in Julia for eigenvalues of smallest magnitude

Following the documentation of Julia's Arpack package (Cf. https://julialinearalgebra.github.io/Arpack.jl/stable/eigs/) I have computed some largest and smallest magnitude eigenvalues of sparse ...
3 votes
1 answer
260 views

Quick way to find a common basis of eigenvectors between 2 matrices : valid or not?

Following the advise of @Federico Polonion a previous post, one suggested, to find a basis of common eigen vectors between 2 matrices, to simply do : Generate 2 ...
2 votes
1 answer
327 views

Faster eigenvector routine for non-symmetric matrices with real eigensystem?

I have non-symmetric real-valued matrices with real-valued eigensystems. How to compute eigenvectors efficiently? Using scipy.linalg.eig (which calls ...
8 votes
2 answers
204 views

A misunderstanding or a bug in LAPACK's solver for generalized eigenvalue problems?

In my application, I have two general real matrices $A$,$B$ defined as follows, $$ A=\begin{bmatrix} -s I_3 & A_0 & 0 & 0 \\ A_0^T & -s I_3 & 0 & 0 \\ 0 &...
2 votes
2 answers
636 views

Python scipy eigh(Arpack) giving wrong eigenvalues for generalized eigenvalue problem

I am trying to solve a generalized eigenvalue problem using Arpack, right now the code is using LAPACK but that's too slow, we only need a few eigenvalues and the matrices are sparse so using Arpack ...
1 vote
1 answer
131 views

Jacobi iterative method

I'm using Jacobi iterative method for finding eigenvalue and eigenvector for hermitian or symmetric matrix. Eigenvectors corresponding to eigenvalues are not exact. The third eigenvector is totally ...
3 votes
1 answer
111 views

Efficient solution to a structured symmetric linear system with condition number estimation

I have a real-valued linear system $Hx = b$ where $H$ is symmetric matrix** (not necessarily positive/negative definite) with a very particular structure: $$ H = \begin{bmatrix} D && B \\ B^T &...
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8 votes
1 answer
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Can this simple quadratic optimization problem be turned into a simple eigenvalue problem?

I'm interested in a type of problem on this form $$\min_{x} x^{T}Ax+x^{T}b \quad \text{s.t} \quad x^{T}x=1 $$ where $A$ is positive definite. As you can see, if it weren't for the $x^{T}b$ term in the ...
6 votes
1 answer
908 views

Cheap recalculation of eigenvalues and eigenvectors for a low-rank update of the matrix

Suppose I have a correlation matrix, $A$, and I already have the eigenvalues and eigenvectors of this matrix. For a given vector, $\mathbf{\mathit{v}}$, I want to calculate the eigenvalues and ...
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1 answer
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Are there any constraints on eigenvalues that are used in inverse iteration?

What is the result of the method for multiple eigenvalues? Is there any case for which this method will not work altogether?
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0 answers
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Numerical scheme to calculate the normal mode of a set of hyperbolic PDEs?

I would like to solve the linearised, ideal, MHD equations, where the gas pressure is zero. $$\frac{\partial u_x}{\partial t}=v_A^2(x,z)\left[\nabla_{||}b_x - \frac{\partial b_{||}}{\partial x}\right],...
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2 votes
0 answers
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Why is LAPACK (seemingly) suboptimal for packed and banded eigenvalue problems?

Based on this LAPACK routines list, it looks like there is no relatively robust representation (RRR) driver routine for either packed or banded symmetric eigenvalue problems. According to the relevant ...
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7 votes
3 answers
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Is LAPACK behind the cutting edge of dense linear algebra?

I have been digging into some numerical linear algebra lately, and reading in particular about how LAPACK solves symmetric eigenvalue problems. I noticed that the ...
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1 vote
1 answer
83 views

Newman algorithm yielding different result to what is given in his paper

Summary I am trying to implement Newman's algorithm for community detection, outlined in this paper. I am testing my implementation against one of the datasets used in that paper to benchmark the ...
2 votes
1 answer
1k views

How can I evaluate more accurate energy eigenvalues from Schrodinger equation using shooting method?

I am trying to use the "shooting method" for solving Schrodinger's equation for a reasonably arbitrary potential in 1D. But the eigenvalues so evaluated in the case of potentials that do not have hard ...
3 votes
1 answer
227 views

Implementation of a $O(n \log(n))$ method to compute eigenvalues of real symmetric tridiagonal matrices

I just came upon this paper, which details the implementation of a fast method to get eigenvalues of tridiagonal symmetric matrices : Coakley, Ed S.; Rokhlin, Vladimir, A fast divide-and-conquer ...
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5 votes
0 answers
89 views

Efficient way to find eigenvalues of complex symmetric matrix with real off-diagonal elements

My goal is to find all eigenvalues (and eigenvectors) in a given range of magnitudes of a complex symmetric matrix with real off-diagonal elements (only diagonal elements are complex). Currently I'm ...
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