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The Dude
The Dude

Reputation: 681

Differing Results Of Eigenvector Routines In C Versus Python

So I noticed that I get different answers for the eigendecomposition of the 4x4 matrix of all 1s.

In Python using numpy.linalg.eig:

matrix = numpy.ones((M,M), dtype=float);
values, vectors = numpy.linalg.eig(matrix);

Python Result:

V1: [-0.866025 +0.288675 +0.288675 +0.288675]
V2: [+0.500000 +0.500000 +0.500000 +0.500000]
V3: [+0.391955 +0.597433 -0.494694 -0.494694]
V4: [+0.866025 -0.288675 -0.288675 -0.288675]

In C Using LAPACK DSYEV:

#define NN 4
#define LDA NN
void main(){
    int n = NN, lda = LDA, lwork=NN*NN*NN*NN*NN, info;
    char both = 'V';
    char uplo = 'U';
    double w[NN*NN];
    double work[NN*NN*NN*NN*NN];
    double a[LDA*NN] = {
       1,  1,  1,  1,
       1,  1,  1,  1,
       1,  1,  1,  1,
       1,  1,  1,  1 
    };

    dsyev_(&both, &uplo, &n, a, &lda, w, work, &lwork, &info);
    return;
}

C DSYEV Result: 

V1: +0.000596 +0.000596 -0.707702 +0.706510 
V2: +0.500000 +0.500000 -0.499157 -0.500842 
V3: +0.707107 -0.707107 -0.000000 +0.000000 
V4: +0.500000 +0.500000 +0.500000 +0.500000

In C Using LAPACK DGEEV:

#define NN 4
#define LDA NN
#define LDVL NN
#define LDVR NN
void main() {
    char compute_left = 'V';
    char compute_right = 'V';
    int n = NN, lda = LDA, ldvl = LDVL, ldvr = LDVR, info, lwork=2*NN*NN;
    double work[2*NN*NN];
    double wr[NN], wi[NN], vl[LDVL*NN], vr[LDVR*NN];
    double a[LDA*NN] = {
       1,  1,  1,  1,
       1,  1,  1,  1,
       1,  1,  1,  1,
       1,  1,  1,  1 
    };
    dgeev_( &compute_left, &compute_right, &n, a, &lda, wr, wi, vl, &ldvl, vr, &ldvr, work, &lwork, &info );
    return;
}

C DGEEV Result: 

V1: -0.866025 +0.288675 +0.288675 +0.288675 
V2: -0.500000 -0.500000 -0.500000 -0.500000 
V3: -0.000000 -0.816497 +0.408248 +0.408248 
V4: -0.000000 -0.000000 -0.707107 +0.707107

The results are all different!

So I have two major questions:

  1. Why? Is this due to degeneracy in the 1 matrix?
  2. How can I replicate the results of Python In C?

Any insight would be appreciated.

Upvotes: 4

Views: 287

Answers (2)

Nick Matteo
Nick Matteo

Reputation: 4553

All are correct. Your matrix has two eigenvalues, 4 and 0. The eigenspace for 4 is the line spanned by [1,1,1,1], a multiple of which shows up in all lists. The eigenspace for 0 is the 3-space x_1 + x_2 + x_3 + x_4 = 0. The three methods have each given you a different basis for this subspace—except numpy, which only gave you vectors spanning a two-dimensional subspace, for some reason.

To my mind, the results of DGEEV are the best of the ones you report, since they give an orthonormal basis for the 0-eigenspace in a sensible stairshape form.

Upvotes: 3

jmd_dk
jmd_dk

Reputation: 13110

Three of the four eigenvalues are 0 (try printing out values in your Python script). Because all of the elements of the matrix are identical (ones), any vector where the elements add to zero will be a valid eigenvector corresponding to a zero eigenvalue. Exactly how this vector is chosen is not important, so the fact that different software find different eigenvectors for the zero eigenvalues are not important. You should confirm that these eigenvectors indeed have elements which add up to 0.

The last eigenvalue is 4 (non-zero), which imply that the corresponding eigenvector must have identical (non-zero) elements. The exact value of these elements is then depending on the normalization of the eigenvectors, which also seem to differ in your examples.

All in all, everything is really OK, it is just that the eigenvectors of your matrix are very non-unique. Another solution, which I find more pleasing, is found by Wolfram Alpha.

Update

Generally, a M by M matrix has M eigenvalues. If two (or more) of these are identical, there exist an infinite number of possible realisations of the corresponding eigenvectors, because from the two (call them v1 and v2), we can construct a new one by v3 = a*v1 + b*v2, where a and b are arbitrary constants.

Upvotes: 2

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