# 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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### 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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### How to perform an eigendecomposition of a general complex matrix with arbitrary precision in C/C++

I need to obtain the Eigenvectors of a general complex matrix, but with quadruple precision. Is anyone aware of a means to do this? I currently use Tux Eigen, and I see that in their unsupported ...
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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: \frac{...
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### How to use Lanczos method to compute eigenvalues and eigenvectors

I have a sparse and symmetric matrix A(n x n). The method Lanczos tranforms matrix A into tridiagonal and symmetric matrix T and the Lanczos vectors in matrix V. From there how do I compute k ...
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### Singular values of $X$ in $AX+XA=C$?

Suppose I have semi-positive definite matrices $A$ and $C$, is there an efficient approach to get top singular values of X entering the following expression? $$AX+XA=C$$ My matrices are 4k-by-4k ...
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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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### Calculate amount of FLOPs for an eigenvalue problem solver

I have 2 complex, non-symmetric, matrices $A_{1000\times1000}$, $B_{1000\times1000}$ and I am using Matlab to get it's eigenvalues (functions like eig or eigs). Both matrices are different - one is ...
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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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### Simulating Anderson model, have problem with momentum representation (MATLAB)

I want to change from real-space representation to momentum-space representation I have a Hamilton-operator (Anderson-model), and I calculated some kind of entropy of its eigenstates (this is working, ...
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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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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### 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. ...