[R] matrix of eigenvalues
Kjetil Brinchmann Halvorsen
kjetil at acelerate.com
Tue Oct 19 14:31:51 CEST 2004
Christian Jost wrote:
> I thought that the function
> will return a matrix with eigenvectors that are independent of each
> other (thus forming a base and the matrix being invertible). This
> seems not to be the case in the following example
> eigen(A) ->ev
I guess eigen tries to get independent eigenvectors, butr that is not
always possible, and your matrix is a case of that.
Note that all eigenvectors of A are a multiple of (0,1)^T, so there
cannot be two independent ones.
> note that I try to get the upper triangular form with eigenvalues on
> the diagonal and (possibly) 1 just atop the eigenvalues to be used to
> solve a linear differential equation
> x' = Ax, x(0)=x0
> x(t) = P exp(D t) P^-1 x0
> where D is this upper triangular form and P is the "passage matrix"
> (not sure about the correct english name) given by a base of
> eigenvectors. So the test would be
> solve(ev$vectors) %*% A %*% ev$vectors - D
> should be 0
> Thanks for any help, Christian.
> ps: please copy reply also to my address, my subscription to the
> R-help list seems to have delays
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-- Mahdi Elmandjra
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