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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Simulation of the sampling distribution of the largest eigen value

I want to find the largest eigenvalue of X (following a Wishart Distribution). And I use the simulation to see the empirical distribution of those eigenvalues. But when I code it this way library(MASS) function(X){ maxeigen.XtX <- NULL …
sunnypy
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How to get the eigenvalues and eigenvectors with particular normalization condition in Matlab

I have a question when I want to calculate the eigenvalues and eigenvectors of a complex 4*4 matrix M. Let's take an example: M= [7.71 0.88 -0.47i 0.11i; 0.88 19.09 0.11i -0.02i; -0.47i 0.11i -7.71 -0.88; 0.11i -0.02i -0.88 -3.44.] It's something…
Mike22LFC
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Find eigenvalues of Complex valued matrix in python

I need to find the eigenvvalues of of this matrix, and similar such matrices (spaces denote separators): [[1.0000 -0.7071*I 0 -0.7071*I 0 0 0 0 0] [0.7071*I 0.5000 -0.7071*I 0 -0.70710*I 0 0 0 0] [0 0.7071*I 1.0000 0 0 -0.7071*I 0 0 0] …
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is there any fast algorithm to calculate eigenvalue of a n*n matrix?n may be as large as 100000

here a input is a matrix #include using namespace std; int main() { int matrix[n][n]={0}; for(j=0;j>row>>col; matrix[row][col]=1; …
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Increasing precision of polyeig in Matlab

I am using the polyeig command in Matlab to solve a polynomial eigenvalue problem of order 2 in Matlab. I know that the system has a single 0 eigenvalue (this is due to the form of the zero coefficient matrix where each diagonal element is -1 times…
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Eigenfaces Comlex number Eigenvalues

When I calculate Covariance (A_Transposed * A) and Calculate the eigenvalues and eigenvectors I always get ONE very small eigenval Here I have 3 images in my training set. -0.0000000242 17221292.9979712702 11732978.3353619855 This first…
Evren Bingøl
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Eigen library function same as lapack dsyev_

I downloaded some opensource using lapack/blas and i want to change that into Eigenbased source for auto SIMD code generation. Is there any function in Eigen library same as dsyev in LAPACK. dsyve returns info value for several purposes. but as far…
eclipse0922
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Reasons why multiplying a symmetric matrix with a diagonal matrix returns an unsymmetric matrix

I encounter a weird problem while using Breeze and I would like to know what could be the possible reasons. I have a symmetric matrix, containing only small positive values. I need to get the eigenvalues and eigenvectors of the normalized matrix…
Armand Grillet
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Eigenvalue and Matrix array

I'm trying to compute eigenvalue for matrix[7][7], and my code is: for (i = 0; i
h26
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Equivalent formulas give different results in MATLAB

One of my friends asked me why simple equivalent formulas get different results. Excuse me that the code is a bit long but the interesting part is just line 99 and 100. Here is the formulas and the code. I checked the code. The problem is where f =…
Abolfazl
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eigenvalue optimization over uncertain matrix

I have a really tricky optimization problem to run in Matlab, and I hope somebody could help. I have a NxN matrix M (which is symmetric and dense, it is a correlation matrix if this helps) which is uncertain but bounded (Mmin < M < Mmax), and I know…
J. Marr
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How to store a parametric matrix like a function in C++

I have a matrix M, whose each element is dependent on a single variable t in a different quadratic form without the constant. Just for example, M[1,1] = 2t^2 + 4t M[3,2] = t^2 - 5t M[2,4] = -t^2 + 5t The matrix is acquired after a series of…
James LT
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determine when an eigenvalue of a matrix is positive in matlab

I am attempting to find the value of K such that the following matrix has any eigenvalue with a positive real part, but I keep getting nonsense. What's a better way of doing this? K = 0; A = [ 0 1 0; 0 0 1; -K -2 -3]; while K < 10 e = eig(A); …
garserdt216
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Is it possible to 'track' a specific eigenvalue in Matlab?

I want to track specific eigenvalues belonging to some matrix using Matlab. Say we have a matrix A = A(x) and I want to see what happens to specific eigenvalues of A as I move x in a loop. The problem is that when using the Matlab eig function it…
sonicboom
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