The EIGENVEC function computes the eigenvectors of an n-by-n real, non-symmetric array using Inverse Subspace Iteration. Use ELMHES and HQR to find the eigenvalues of an n-by-n real, nonsymmetric array.
This routine is written in the IDL language. Its source code can be found in the file eigenvec.pro in the lib subdirectory of the IDL distribution.
Note: If you are working with complex inputs, use the LA_EIGENVEC function instead.
Examples
A = [[1.0, -2.0, -4.0, 1.0], $
[0.0, -2.0, 3.0, 4.0], $
[2.0, -6.0, -1.0, 4.0], $
[3.0, -3.0, 1.0, -2.0]]
eval = HQR(ELMHES(A), /DOUBLE)
PRINT, 'Eigenvalues: '
PRINT, eval
evec = EIGENVEC(A, eval, RESIDUAL = residual)
FOR i=0,3 DO evec[*,i] *= ABS(evec[0,i])/evec[0,i]
PRINT, 'Eigenvectors:'
PRINT, evec, FORMAT='(4("(",f8.5,",",f8.5,") "))'
PRINT, 'Residuals:'
FOR i=0,3 DO print, A ## evec[*,i] - eval[i]*evec[*,i], $
FORMAT ='(4("(",g9.2,",",g9.2,") "))'
IDL prints:
Eigenvalues:
(0.26366252,-6.1925900)(0.26366252,6.1925900)
(-4.9384492,0.00000000)(0.411124050.00000000)
% Compiled module: EIGENVEC.
Eigenvectors:
( 0.42919, 0.00000) (-0.32241, 0.41235)
( 0.29827, 0.54013) ( 0.23222, 0.32739)
( 0.42919, 0.00000) (-0.32241,-0.41235)
( 0.29827,-0.54013) ( 0.23222,-0.32739)
( 0.54966, 0.00000) ( 0.18401, 0.00000)
( 0.58125, 0.00000) (-0.57111, 0.00000)
( 0.79297, 0.00000) ( 0.50289, 0.00000)
(-0.04962, 0.00000) ( 0.34035, 0.00000)
Residuals:
( 3.1e-008, 2.9e-008) (-5.1e-008, 7.8e-009)
(-1.5e-008, 5.9e-008) (-5.5e-009, 3.9e-008)
( 3.1e-008,-2.9e-008) (-5.1e-008,-7.8e-009)
(-1.5e-008,-5.9e-008) (-5.5e-009,-3.9e-008)
(-1.1e-007, 0.00) ( 7.9e-009, 0.00)
( 2.5e-008, 0.00) (-2.4e-008, 0.00)
(-5.0e-008, 0.00) (-6.1e-008, 0.00)
( 1.5e-010, 0.00) (-4.2e-008, 0.00)
You can check the accuracy of each eigenvalue/eigenvector (λ/x) pair by printing the residual array. All residual values should be floating-point zeros.
Note: Different machines may produce slightly different results.
Syntax
Result = EIGENVEC( A, Eval [, /DOUBLE] [, ITMAX=value] [, RESIDUAL=variable] )
Return Value
This function returns a complex array with a column dimension equal to n and a row dimension equal to the number of eigenvalues.
Arguments
A
An n-by-n nonsymmetric, single- or double-precision floating-point array.
EVAL
An n-element complex vector of eigenvalues.
Keywords
DOUBLE
Set this keyword to force the computation to be done in double-precision arithmetic.
ITMAX
The maximum number of iterations allowed in the computation of each eigenvector. The default value is 4.
RESIDUAL
Use this keyword to specify a named variable that will contain the residuals for each eigenvalue/eigenvector (λ/x) pair. The residual is based on the definition Ax – λx = 0 and is an array of the same size and type as that returned by the function. The rows of this array correspond to the residuals for each eigenvalue/eigenvector pair.
Version History
See Also
ELMHES, HQR, LA_EIGENVEC, TRIQL, TRIRED