forum.alglib.net

Hi all,

I'm trying to calculate the eigenvalues of a 3x3 matrix using c#. I've used among other smatrixevd and rmatrixevd. The answers I get are wrong (or at least different), when checking against eg http://www.bluebit.gr/matrix-calculator/ or http://www.arndt-bruenner.de/mathe/scripts/engl_eigenwert.htm. Also, the answers differ between the 2 functions. Here is my code:

public static double[] AlgEigenvalues(double[,] a)
{
int n = a.GetUpperBound(0);
int zneeded = 0;
bool isupper = true;
double[] d;
double[,] z;
bool s = alglib.smatrixevd(a, n, zneeded, isupper, out d, out z);
return d;
}
public static double[] AlgEigenvalues2(double[,] a)
{
int n = a.GetUpperBound(0);
int vneeded = 0;
double[] wr;
double[] wi;
double[,] vl;
double[,] vr;
bool s = alglib.rmatrixevd(a, n, vneeded, out wr, out wi, out vl, out vr);
return wr;
}

I feel rather confident that the error is on my part. What the hell am I doing wrong?

Can you post code which initializes your test matrices? Your code seems right, maybe something is wrong with matrices you pass to ALGLIB...

P.S. there is always some difference between values returned by smatrixevd and rmatrixevd. How large it was in your case?

Thanks for replying.

If I initialize the matrices in the code, it looks like this:

public static double[] AlgEigenvalues3()
{
double[,] a = new double[3,3];
a[0,0] = 9;
a[0,1] = -2;
a[0,2] = 0;
a[1,0] = -3;
a[1,1] = 4;
a[1,2] = 7;
a[2,0] = 4;
a[2,1] = -4;
a[2,2] = 0;
int n = a.GetUpperBound(0);
int vneeded = 0;
double[] wr;
double[] wi;
double[,] vl;
double[,] vr;
bool s = alglib.rmatrixevd(a, n, vneeded, out wr, out wi, out vl, out vr);
return wr;
}
public static double[] AlgEigenvalues4()
{
double[,] a = new double[3,3];
a[0,0] = 9;
a[0,1] = -2;
a[0,2] = 0;
a[1,0] = -3;
a[1,1] = 4;
a[1,2] = 7;
a[2,0] = 4;
a[2,1] = -4;
a[2,2] = 0;
int n = a.GetUpperBound(0);
int zneeded = 0;
bool isupper = true;
double[] d;
double[,] z;
bool s = alglib.smatrixevd(a, n, zneeded, isupper, out d, out z);
return d;
}

The answer are:
10 and 3 for AlgEigenvalues3
3.298438 and 9.701562 for AlgEigenvalues4

According to the URLs I posted, the reply should be:
( 8.970, 0.000i)
( 2.015, 4.218i)
( 2.015,-4.218i)

I can't see what I'm doing wrong...

I see two errors:
* your matrices are not symmetric, but you use smatrixevd(), which is intended for symmetric matrices only
* you forgot to add +1 to int n = a.GetUpperBound(0);

With rmatrixevd you should be able to get correct result.

You are correct and I'm an idiot. Thanks, classic MacGruber!

OK, everyone makes mistakes. I haven't noticed that n = a.GetUpperBound(0) at your first post, although it was pretty noticeable.