Message Boards Message Boards

[✓] Get right eigenvalues from a sparse matrix?

GROUPS:

I notice in the following example that wrong smallest 2 eigenvalues are resulted if calculating from a sparse matrix. But it gives correct result if we

  • calculate the smallest 3,4,... eigenvalues from the sparse matrix
  • calculate any smallest eigenvalues from the corresponding normal matrix

And Matlab always gives the correct result. Why is this and any remedy? Is it a bug?

In the code below, the 104×104 matrix in the minimal example I found is imported from Pastebin.

Import["https://pastebin.com/raw/PpDfY3EQ", "Package"];
mysparsemat = mymat;
mymat = Normal[mysparsemat];
m = 2;
Reverse@First[Eigensystem[mymat, -m]]
Reverse@First[Eigensystem[mysparsemat, -m]]
m = 4;
Reverse@First[Eigensystem[mymat, -m]]
Reverse@First[Eigensystem[mysparsemat, -m]]

The result of the above code is

{-0.712477 + 1.02863*10^-16 I, 0.712477 + 1.46577*10^-16 I}

{0.712477 - 1.44294*10^-11 I, 0.712656 - 2.12258*10^-11 I}

{-0.712477 + 1.02863*10^-16 I, 0.712477 + 1.46577*10^-16 I, 
-0.712656 - 1.05578*10^-16 I, 0.712656 + 6.49144*10^-16 I}

{-0.712477 - 5.10777*10^-10 I, 0.712477 - 5.44863*10^-12 I, 
 0.712656 + 3.10198*10^-11 I, -0.712656 + 3.64677*10^-10 I}

So the resultant wrong 2nd smallest eigenvalue is actually the correct 3rd or 4th smallest eigenvalue. (The eigenvalues should be real and doubly degenerate in absolute value as expected from the original problem's nature).

POSTED BY: xiaohua miao
Answer
16 days ago

Link to MSE post on same topic. A bug report has been filed for this.

POSTED BY: Daniel Lichtblau
Answer
15 days ago

Group Abstract Group Abstract