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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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Finding second excited state of Schrödinger equation with secant Runge Kutta method

In our assignment, we are required to find the energies of the ground state and the first two excited states of the Schrödinger equation in a harmonic potential: $$V = \frac{50 x^2}{(10^{-11})^2}\, .$...
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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 ...
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Can ARPACK exploit hermiticity when diagonalising a complex matrix?

I have noticed arpack comes with a driver dsdrv1 that exploits symmetry of a real-valued matrix. Is there a way to analogously exploit a Hermitian matrix in some way via z--- drivers? The manual ...
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Finding the $i$-th largest eigenvalue of a matrix

Given a large matrix $A$ with eigenvalues $\sigma_1\ge \sigma_2 \ge \dotsc $, I want to determine only a subset of these values, say $\sigma_5,\sigma_8$ and $\sigma_{19}$. Is there an algorithm that ...
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Solver for generalized eigenvalue problem with multipoint constraints

We have the following generalized eigenvalue (set of) problem(s) $$[K_R(\kappa)]\{u_R\} = \omega^2[M_R(\kappa)]\{u_R\}\quad \forall \kappa \in [\kappa_0, \kappa_1]$$ with \begin{align} &K_R(\...
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1answer
66 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 ...
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66 views

Dirichlet boundary conditions in generalized eigenvalue problem

Let us consider a problem of the form $$(\mathcal{L} + k^2) u(\mathbf{x})=0\, ,\quad \forall \mathbf{x} \in \Omega$$ with Dirichlet boundary conditions $$u(\mathbf{x}) = 0, \quad \forall \mathbf{x} ...
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217 views

Eigenvector with maximum overlap

Given a matrix $M$ and a vector $v$, is there an efficient method to find the normalized eigenvector of $M$ that is closest to $v$, in that it has maximal overlap. More explicitly, a vector $v$ can be ...
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1answer
86 views

Numerically find the nearest positive semi definite matrix to a symmetric matrix

I have a symmetric matrix $M$ which I want to numerically project onto the positive semi definite cone. To do so, I decompose it into $M = QDQ^T$ and transform all negative eigenvalues to zero. (...
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1answer
95 views

Use Slepc from Matlab

Is there a direct way to use SLEPC from Matlab? I remember that in some old manuals there was some Matlab interface. However, in the last one, I cannot find any reference to this. For me it would be ...
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1answer
108 views

Numerical solution of two coupled nonlinear eigenvalue problems

I would like to numerically solve the following system of coupled nonlinear differential equations: $$ -\frac{\hbar^2}{2m_a} \frac{\partial^2}{\partial x^2}\psi_a + V_{ext}\psi_a + \left( g_a |...
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Nonlinear eigenvalue problem - MATLAB code

I'm trying to solve a nonlinear eigenvalue problem in MATLAB, still without success. It's a problem about graphene plasmonics. The nonlinear eigenvalue problem is given below: \begin{equation} \frac{...
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1answer
533 views

Estimate extreme eigenvalues with CG

CG may be used to estimate the extremal eigenvalues of a SPD matrix (by computing eigenvalues of tridiagonal matrix associated with the Lanczos algorithm). After a few iterations the largest ...
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63 views

Improving convergence of Jacobi iteration to Schur form

I'm using SIMD processor arrays to compute the eigen-decomposition for large numbers of small (up to $32\times 32$) matrices. For assorted technical reasons, Jacobi iteration maps well to the SIMD ...
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A Bound for the inverse of the sum of identity and triangular matrix

I wonder if there are any theorems which can help me to calculate an upper bound for the spectral norm of: $$\left\| \left[ I + \sum_{i=1}^{\overline{n}\in\mathbb{N}} \big( C_i - I\big)\right]^{-1}\...
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Why the MIRACLE of Lanczos/CG-like?

Lanczos/Arnoldi/Rietz/CG-like algorithm share the same core strategy... In each, a little miracle appears, most of the Gram-Schmidt inner products are zeroes! In others words, new direction need only ...
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1answer
466 views

Sorting eigenvalues by the dominant contribution

[Edited to simplify the question] I am trying to associate the eigenvalues $E$ of a matrix $H$ to the original rows of the matrix. Moreover, it would be trivial to sort the eigenvalues in ascending ...
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How does the QR algorithm applied to a real matrix returns complex eigenvalues?

I'm a noob into eigenvalues algorithms, but something call my attention. QR algorithm works with real/complex matrices producing real/complex eigenvalues. However, it can not produce complex ...
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Derive the formula for eigenvalues

If $A$ has eigenvalue $\lambda_A$ $$B = I - c\frac{I-rA}{I-\bar{r}A}$$ How to derive the eigenvalue $\lambda_B$? $$\lambda_B=1-c\frac{1-r\lambda_A}{1-\bar{r}\lambda_A}$$ where $c, r, \bar{r}$ are ...
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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\...
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1answer
67 views

Computing real normal modes from complex eigenvectors

I'm trying to get the normal modes of a system of springs and dasphots using the basic dynamic equations for a linear, damped elastic structure: $ M \ddot{u}(t) + C \dot{u}(t) + K u(t) = f(t) $ to ...
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Computing Small Eigenvalues with Sparse Symmetric Indefinite Mass Matrix

I want the eigenvalues of the following generalized eigenvalue problem: $$ Av = \lambda M v $$ where $A\in\mathbb{R}^{n\times n}$ is sparse, symmetric, and positive semi-definite $M\in\mathbb{R}^{n\...
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2answers
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inertia count sparse matrix with dense low-rank perturbation

I would like to determine the number of negative eigenvalues (inertia count) of the $(N \times N)$ symmetric real matrix $K - \sigma M$, with $K$ a positive-definite sparse matrix and $M$ a positive-...
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157 views

Eigenvalue problem with periodic boundary conditions: Are my eigenvalues correct?

I am using a (central) finite difference scheme to solve the eigenvalue problem $$-\frac{d^2}{dx^2}u = \lambda u$$ with periodic boundary conditions on a unit interval. I use arpack's zndrv1 and ...
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1answer
85 views

Compute nearly degenerated eigen values and vectors

In a quantum physics calculation, I have to deal with a matrix that has a lot of eigenvalues really close to each other ($10^{-6}$ relative difference for example) and I can't manage to obtain ...
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1answer
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Compute specific eigenvalues in the complex plane with Feast?

In physical problems, it's quite common that we need to solve for specific eigenvalues in the complex plane, e.g. with a positive real part and negative imaginary part. In this case, we are looking ...
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1answer
65 views

Numerical solution for eigenvectors and eigenvalues of a Sturm-Liouville problem

I have to deal with the following problem in my research: $$\left[\frac{1}{D}F_{x}\right]_{x} + \frac{f D_{x}}{c D^{2}}F = 0$$ with boundary conditions $$F(0) = 0$$ $$F_{x}(L) = 0$$ where $f$ is ...
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1answer
158 views

FEM or FD eigenvalue equation to get wave number instead of cutoff frequency

To get cutoff frequencies and eigenmode field distributions for a waveguide, one uses following equation: $$1/\epsilon ∇ \times 1/\mu ∇ \times E = \omega^2 E$$ With $ \omega^2 $ as eigenvalues. This ...
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56 views

Geometric interpretation of lemma

I am currently studying eigenvalue problems. I already worked through the Minimax-principles, seen why $\lambda_{h, m} \geq \lambda_m$, when comparing the eigenvalues of a discretization and the ...
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218 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, ...
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2answers
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Stabilizing a 3x3 real symmetric matrix eigenvalue calculation

I have many 3x3 real symmetric matrices for which I need to determine the eigenvalues. Wikipedia gives a nice non-iterative algorithm for this case, which I have translated into C++: ...
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1answer
82 views

how to calculate the determinant of a projection of matrix to a subspace

I have a matrix $J$, and I know there are 3 existing zero eigenvalues and their eigenvectors. I want to detect if there is one extra eigenvalue to go cross zero (if it is zero, its eigenvalue will ...
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3answers
165 views

Eigenvectors of Black-box matrix

$\DeclareMathOperator{\diag}{diag}$ Consider the generalized eigenproblem $A\mathbf{x}=\lambda B\mathbf{x}$. When solving PDEs numerically (specifically, I am interested on finding the Dirichlet ...
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2answers
659 views

Numerical Solution to Schrödinger Equation--Multiple Wells

I am trying to solve for the allowed wavefunctions and energies for a 1D quartic potential well. To do this I am using the patching method (https://engineering.dartmouth.edu/microeng/otherweb/...
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3answers
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Efficient eigen-decomposition of covariance matrix

I am looking for an C/C++/Python algorithm implementation that calculates eigenvalues and eigenvectors of a symmetric, positive semidefinite covariance matrix. A general-purpose eigen-decomposition ...
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2answers
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Testing if a matrix is positive semi-definite

I have a list ${\cal L}$ of symmetric matrices that I need to check for positive semi-definiteness (i.e their eigenvalues are non-negative.) The comment above implies that one could do it by ...
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1answer
79 views

FEM-Laplace with Dirichlet in only a few points: Nonsingular operator?

Let's consider the FEM discretization of the Laplace operator without boundary conditions, i.e., $$ a(u,v) = \int_\Omega \nabla u \cdot \nabla v - \int_\Gamma (n\cdot \nabla u) v. $$ For one-...
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1answer
39 views

Partial diagonalisation of large symmetric positive-definite band-diagonal matrices

I want to partially diagonalise real sparse symmetric positive-definite matrices, that are of dimension $n = 10^5$ and I need on the order of $k = 500$ of the smallest eigenvalues and eigenvectors. ...
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1answer
254 views

Finding Interior eigenvalues using Davidson algorithm

Is it possible to find interior eigenvalues closer to some lambda using Davidson method. I was searching online but found that most people use Jacobi-Davidson method for that. Thanks
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1answer
104 views

Finding the lowest $n$ eigenvalues of a band-diagonal Matrix

I have a real sparse matrix of the form $$ \left( \begin{array}{ccc} h_{11} & h_{12} & 0 & h_{14} & & & \\ h_{21} & h_{22} & h_{23} & 0 & h_{25} & & ...
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1answer
565 views

eigs routine in octave [closed]

I am using octave and observed a problem with the eigs-routine for non symmetric matrices. Using GNU octave version 3.8.1 the code below gives significant difference of eigenvalues although same ...
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0answers
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Finite differenced eigenvalue prob. of inhomogeneous boundary conditions?

I am basically asking about eigenvalue problems of differential equations using some finite difference method (FDM). Usually the system is subject to some boundary conditions (BC), e.g., Dirichlet or ...
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1answer
211 views

Nystrom approximation of SVD for asymmetric matrices

Suppose I have a symmetric matrix $K$. Subdivide $K$ into pieces as $$K=\begin{pmatrix} K_{11} & K_{12} \\ K_{21} & K_{22}\end{pmatrix},$$ where $K_{21}=K_{12}^\top$. Then, the Nystrom ...
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1answer
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LAPACK zlapmt_ freezes code [closed]

I'm using LAPACK's zggev_ routine to solve some generalized eigenvalue problem. While it produces the correct results, I want the eigenvalues and according eigenvectors sorted by absolute value. For ...
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1answer
308 views

Correct eigenfunctions of Laplace operator by Finite Differences

I am trying to compute the eigenfunctions of the Laplace operator, i.e. finding $u$ in $$ -\nabla^2 u = \lambda u .$$ For now I am trying to do this in 1D, so $$ \nabla^2 = \partial_{xx} .$$ I am ...
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1answer
82 views

Taylor expansion of error - Finite elements approximation

In some of my computations I calculate a scalar value $\lambda_h$ (in my case an eigenvalue) depending on a finite element discretization of the domain. Usually we can manage to find estimates of the ...
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1answer
50 views

LAPACK non-convergent eigenvalue algorithm for complex but not double matrix

I've encountered an odd issue with solving for the eigenvalues of the following matrix, in Matlab format: ...
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0answers
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What is the complexity of calculating K-th largest real part eigenvalue of non-normal sparse matrix

I just need to calculate the largest real part of eigenvalues of a Jacobian which is highly non-normal and singular. Most of the eigenvalues are negative, and some of them are positive but near to ...
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What is Chebfun `eigs` doing

What is this doing? Looks like the original eigenvalue problem is converted into generalized eigenvalue problems with different dimensions of collocation points. Can someone explain more about this? ...
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87 views

Low memory algorithm for matrix diagonalisation

I'm trying to find the largest eigenvalues of very large $N \times N$ matrices ($N = 10^{10}$ and larger). The matrices are not sparse but the multiplication operation is fast. For now, I'm using ...