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pythonmatlabeigenvector
Fahad Bukhari
Fahad Bukhari

Reputation: 43

Eigen Value in Python

I wanted to find the Eigen value of a matrix size (280*280). I done it in MATLAB by using

[V D] = eig(matrix);

but I wanted to convert my code in python by using

d, v = np.eigh(matrix)

It will provide almost same output but in python the first and the last column are of opposite sign (i.e if positive in MATLAB then negative in python) and I know that MATLAB output is correct

Upvotes: 1

Views: 198

Answers (1)

PilouPili
PilouPili

Reputation: 2699

What you are doing is equivalent only if your matrix is hermitian.

you should use in python:

d, v = np.eig(matrix)

A simple test you can do to make sure that what you compute is ok is to check that your eigenvalues and eigenvectors are correct by using :

d, v = np.linalg.eig(matrix)
norm_1=np.max(np.max(abs(np.matmul(np.matmul(v,np.diag(d)),np.linalg.inv(v))-matrix)))
print norm_1

the result of np.max(np.sum(abs(np.matmul(np.matmul(v,np.diag(d)),np.linalg.inv(v))-matrix))) is a simple case of a Matrix norms induced by vector norms.

If your computation is ok the result should be around machine rounding error.

Upvotes: 1

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