| forum.alglib.net http://forum.alglib.net/ |
|
| RMatrixEVD http://forum.alglib.net/viewtopic.php?f=2&t=3802 |
Page 1 of 1 |
| Author: | Allo garaj [ Wed May 03, 2017 3:43 pm ] |
| Post subject: | RMatrixEVD |
Does this procedure work with a degenerate spectrum? |
|
| Author: | Sergey.Bochkanov [ Thu May 04, 2017 10:10 am ] |
| Post subject: | Re: RMatrixEVD |
It may be problematic. Nonsymmetric EVD subroutines often have convergence problems on such matrices. Do you have any specific matrix to try? Can you describe your task in more details? |
|
| Author: | Allo garaj [ Thu May 04, 2017 10:58 am ] |
| Post subject: | Re: RMatrixEVD |
While I use only a symmetric matrix. I use RMatrixEVD for the sake of versatility. RMatrixEVD works well with degenerate symmetric matrices. I want to get official confirmation. My matrix is a real matrix of Hermitian operators. |
|
| Author: | Sergey.Bochkanov [ Thu May 04, 2017 11:59 am ] |
| Post subject: | Re: RMatrixEVD |
> "degenerate symmetric matrices". For the purposes of EVD, symmetric matrices are perfect. They have orthogonal eigenvectors, and it eliminates at least one possible failure point for nonsymmetric EVD - inverse iteration part which finds eigenvectors. So, RMatrixEVD performs very well on these matrices. However, I recommend you to use specialized symmetric EVD functions because they perform much, much faster. And they are more precise at handling clustered eigenvalues (multiple eigenvectors having same eigenvalue). |
|
| Author: | Allo garaj [ Thu May 04, 2017 12:09 pm ] |
| Post subject: | Re: RMatrixEVD |
Good. Thank you. |
|
| Page 1 of 1 | All times are UTC |
| Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group http://www.phpbb.com/ |
|