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Questions tagged [eigenvalue]

The eigenvalue is the factor by which the eigenvector is scaled when multiplied by the matrix.

The eigenvectors of a square matrix are the non-zero vectors that, after being multiplied by the matrix, remain parallel to the original vector. For each eigenvector, the corresponding eigenvalue is the factor by which the eigenvector is scaled when multiplied by the matrix. The prefix eigen- is adopted from the German word "eigen" for "own"[1] in the sense of a characteristic description. The eigenvectors are sometimes also called characteristic vectors. Similarly, the eigenvalues are also known as characteristic values.

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Solving generalized A*V = B*V*D with A and B being Hermitian gives COMPLEX eigenvalues in Matlab

In Matlab, I have two 142 x 142 Hermitian complex matrices A and B, which are verified by isequal(A,A') ans = 1 isequal(B,B') ans = 1 and A-A'=(all exact zeros) B-B'=(all exact zeros) I tried to solve the generalized eigenvalue…
Jen-Hao Ou
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Eigenvalues and Eigenvectors of a non-square data set

I have just calculated my covariance matrix and in a question I am asked to calculate the first two eigenvalues/eigenvectors of the covariance matrix, but the matrix isn't square. So, I am just unclear what values to use to calculate these values.…
XeroPhobous
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Matrices and diagonalization in Swift 3.x

I am looking for 2 things: a way to define a matrix in Swift and a way to diagonlize said matrix. So far, I've found a way to make something that resembles a matrix using this: var NumColumns = 2 var NumRows = 4 var array =…
loltospoon
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Calling FORTRAN subroutine from c++ yields illegal parameter value

I'm currently trying to solve a particular eigenvalue problem (so-called gyroscopic eigenvalue problem) with large, sparse matrices (from FEM dsicretization). The programming language is C++. The standard reference for EVP is ARPACK. Alas, it…
Nox
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Get eigenvalues with Incremental PCA

I'm working with dimensionality reduction and would like to get eigenvalues ​​and eigenvectors from my dataset. Since there are several features (Images) I tried to use Incrementa PCA, but I did not find a way to get the eigenvalues ​​/ eigenvectors…
Jefferson Lima
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Assertion Failed in MapBase.h file

I am trying to use the Eigen code (http://eigen.tuxfamily.org/index.php?title=Main_Page) in Visual Studio 2013 on Windows 8-64 bit platform, but I am getting the error related to "Assertion Failed" in MapBase.h…
Muhammad Hammad
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Calling a subroutine, crashes the program, matrix passing

I was writing code to use Fortran Eispack routines (compute eigenvalues and eigenvectors, just to check if the values would be different from the ones I got from Matlab), but every time it calls the qzhes subroutine the program hangs. I load…
Michał Osowski
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Finding largest eigenvalue using Chebyshev iteration

My goal is to find the spectral radius of sparse matrix. What i have implemented is Power Iteration method which gives the right answers in some cases. But I know that there's a better option for solving this case - Chebyshev Iteration. I have…
Random Guy
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Import error with nag4py: "cannot import name INIT_FAIL"

I have a script to compute eigenvalues and vectors without balancing, which I used almost daily for years, that requires nag4py. The code is in this blog: http://www.walkingrandomly.com/?p=5303 for which there is an associated SO post (How to use…
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MATLAB sparse matrix GEVP

Is there a way/function/code to find the eigenvectors and eigenvalues of a sparse matrix (possibly a large matrix as well) in MATLAB? The Generalized Eigenvalue problem needs to be solved and using eig results in errors due to singularity.
S_S
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Are the largest eigenvectors sorted by absolute eigenvalue?

Say I have a real symmetric matrix, and I want to extract the k largest eigenvectors using eig. I know I can use eigs instead but that's not the point of my question. I read that they use different algorithms, and the documentation for eigs states…
Jonathan H
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Performance of eigen value determination using MKL library

My objective is to find Eigen values and vectors of an input matrix of mxn size. Since it a rectangular matrix, converted the same to square-symmetric matrix by doing a transpose and then matrix-multiplication with source matrix. After this, i am…
Sravan
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compute eigenvalues for movielens dataset

I have movielens dataset which I want to apply dimensionality reduction using PCA algorithm, first I compute convenience matrix of dataset, then compute eigenvalue of my dataset but; here is the problem when I print the result I don't understand…
Daniel.V
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In Julia, The eigs() function for large sparse matrix went wrong

With Julia, I created a sparse matrix with the spzeros() function, initialized the matrix with some sentences, and tried to calculate the eigenvalue of it. However, the function works well only for small sparse matrix(n<800), for a little bit larger…
honghuzi
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Eigenvalue of the gradient of a vector valued function

How does the gradient of a vector(delta V) become a 3x3 matrix? And how do you compute its eigenvalue efficiently? Is there any C++ library that can do this (can the C++ library Eigen do this)?
user6682440
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