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 Post subject: RMatrixEVDPosted: Wed May 03, 2017 3:43 pm

Joined: Wed May 03, 2017 3:21 pm
Posts: 3
Does this procedure work with a degenerate spectrum?

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 Post subject: Re: RMatrixEVDPosted: Thu May 04, 2017 10:10 am

Joined: Fri May 07, 2010 7:06 am
Posts: 878
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?

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 Post subject: Re: RMatrixEVDPosted: Thu May 04, 2017 10:58 am

Joined: Wed May 03, 2017 3:21 pm
Posts: 3
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.

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 Post subject: Re: RMatrixEVDPosted: Thu May 04, 2017 11:59 am

Joined: Fri May 07, 2010 7:06 am
Posts: 878
> "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).

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 Post subject: Re: RMatrixEVDPosted: Thu May 04, 2017 12:09 pm

Joined: Wed May 03, 2017 3:21 pm
Posts: 3
Good. Thank you.

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