eig (MATLAB Functions)

Find eigenvalues and eigenvectors

Syntax

d = eig(A)
d = eig(A,B)
[V,D] = eig(A)
[V,D] = eig(A,'nobalance')
[V,D] = eig(A,B)
[V,D] = eig(A,B,flag)

Description

d = eig(A) returns a vector of the eigenvalues of matrix A.

d = eig(A,B) returns a vector containing the generalized eigenvalues, if A and B are square matrices.

Note If S is sparse and symmetric, you can use d = eig(S) to returns the eigenvalues of S. If S is sparse but not symmetric, or if you want to return the eigenvectors of S, use the function eigs instead of eig.

[V,D] = eig(A) produces matrices of eigenvalues (D) and eigenvectors (V) of matrix A, so that A*V = V*D. Matrix D is the canonical form of A--a diagonal matrix with A's eigenvalues on the main diagonal. Matrix V is the modal matrix--its columns are the eigenvectors of A.

If W is a matrix such that W'*A = D*W', the columns of W are the left eigenvectors of A. Use [W,D] = eig(A.'); W = conj(W) to compute the left eigenvectors.

[V,D] = eig(A,'nobalance') finds eigenvalues and eigenvectors without a preliminary balancing step. Ordinarily, balancing improves the conditioning of the input matrix, enabling more accurate computation of the eigenvectors and eigenvalues. However, if a matrix contains small elements that are really due to roundoff error, balancing may scale them up to make them as significant as the other elements of the original matrix, leading to incorrect eigenvectors. Use the nobalance option in this event. See the balance function for more details.

[V,D] = eig(A,B) produces a diagonal matrix D of generalized eigenvalues and a full matrix V whose columns are the corresponding eigenvectors so that A*V = B*V*D.

[V,D] = eig(A,B,flag) specifies the algorithm used to compute eigenvalues and eigenvectors. flag can be:

'chol'
Computes the generalized eigenvalues of A and B using the Cholesky factorization of B. This is the default for symmetric (Hermitian) A and symmetric (Hermitian) positive definite B.

'qz'
Ignores the symmetry, if any, and uses the QZ algorithm as it would for nonsymmetric (non-Hermitian) A and B.

`'chol'`	Computes the generalized eigenvalues of `A` and `B` using the Cholesky factorization of `B`. This is the default for symmetric (Hermitian) `A` and symmetric (Hermitian) positive definite `B`.
`'qz'`	Ignores the symmetry, if any, and uses the QZ algorithm as it would for nonsymmetric (non-Hermitian) `A` and `B`.

Note For eig(A), the eigenvectors are scaled so that the norm of each is 1.0. For eig(A,B), eig(A,'nobalance'), and eig(A,B,flag), the eigenvectors are not normalized.

Remarks

The eigenvalue problem is to determine the nontrivial solutions of the equation

where is an n-by-n matrix, is a length n column vector, and is a scalar. The n values of that satisfy the equation are the eigenvalues, and the corresponding values of are the right eigenvectors. In MATLAB, the function eig solves for the eigenvalues , and optionally the eigenvectors .

The generalized eigenvalue problem is to determine the nontrivial solutions of the equation

where both and are n-by-n matrices and is a scalar. The values of that satisfy the equation are the generalized eigenvalues and the corresponding values of are the generalized right eigenvectors.

If is nonsingular, the problem could be solved by reducing it to a standard eigenvalue problem

Because can be singular, an alternative algorithm, called the QZ method, is necessary.

When a matrix has no repeated eigenvalues, the eigenvectors are always independent and the eigenvector matrix V diagonalizes the original matrix A if applied as a similarity transformation. However, if a matrix has repeated eigenvalues, it is not similar to a diagonal matrix unless it has a full (independent) set of eigenvectors. If the eigenvectors are not independent then the original matrix is said to be defective. Even if a matrix is defective, the solution from eig satisfies A*X = X*D.

Examples

The matrix

B = [ 3     -2      -.9    2*eps
     -2      4       1    -eps
     -eps/4  eps/2  -1     0
     -.5    -.5      .1    1   ];

has elements on the order of roundoff error. It is an example for which the nobalance option is necessary to compute the eigenvectors correctly. Try the statements

[VB,DB] = eig(B)
B*VB - VB*DB
[VN,DN] = eig(B,'nobalance')
B*VN - VN*DN

Algorithm

Inputs of Type Double

For inputs of type double, MATLAB uses the following LAPACK routines to compute eigenvalues and eigenvectors.

Case
Routine

Real symmetric A
DSYEV

Real nonsymmetric A:

With preliminary balance step

DGEEV (with the scaling factor SCLFAC = 2 in DGEBAL, instead of the LAPACK default value of 8)

d = eig(A,'nobalance')

DGEHRD, DHSEQR

[V,D] = eig(A,'nobalance')

DGEHRD, DORGHR, DHSEQR, DTREVC

Hermitian A
ZHEEV

Non-Hermitian A:

With preliminary balance step

ZGEEV (with SCLFAC = 2 instead of 8 in ZGEBAL)

d = eig(A,'nobalance')

ZGEHRD, ZHSEQR

[V,D] = eig(A,'nobalance')

ZGEHRD, ZUNGHR, ZHSEQR, ZTREVC

Real symmetric A,
symmetric positive definite B.
DSYGV

    Special case:
    eig(A,B,'qz') for real A, B    (same as real nonsymmetric A, real
    general B)
DGGEV

Real nonsymmetric A, real general B
DGGEV

Complex Hermitian A,Hermitian positive definite B.
ZHEGV

    Special case:
    eig(A,B,'qz') for complex A or B    (same as complex non-Hermitian A,    complex B)
ZGGEV

Complex non-Hermitian A, complex B
ZGGEV

Case	Routine
Real symmetric `A`	`DSYEV`
Real nonsymmetric `A:`
With preliminary balance step	`DGEEV` (with the scaling factor `SCLFAC` = `2` in `DGEBAL`, instead of the LAPACK default value of `8`)
`d = eig(A,'nobalance')`	`DGEHRD`, `DHSEQR`
`[V,D] = eig(A,'nobalance')`	`DGEHRD`, `DORGHR`, `DHSEQR`, `DTREVC`
Hermitian `A`	`ZHEEV`
Non-Hermitian `A:`
With preliminary balance step	`ZGEEV` (with `SCLFAC = 2` instead of `8` in `ZGEBAL`)
`d = eig(A,'nobalance')`	`ZGEHRD`, `ZHSEQR`
`[V,D] = eig(A,'nobalance')`	`ZGEHRD`, `ZUNGHR`, `ZHSEQR`, `ZTREVC`
Real symmetric `A`, symmetric positive definite `B`.	`DSYGV`
Special case: `eig(A,B,'qz')` for real `A`, `B` (same as real nonsymmetric `A`, real general `B`)	`DGGEV`
Real nonsymmetric `A`, real general `B`	`DGGEV`
Complex Hermitian `A,`Hermitian positive definite `B`.	`ZHEGV`
Special case: `eig(A,B,'qz')` for complex `A` or `B` (same as complex non-Hermitian `A,` complex `B`)	`ZGGEV`
Complex non-Hermitian `A,` complex `B`	`ZGGEV`

Inputs of Type Single

For inputs of type single, MATLAB uses the following LAPACK routines to compute eigenvalues and eigenvectors.

Case
Routine

Real symmetric A
SSYEV

Real nonsymmetric A:

With preliminary balance step

SGEEV (with the scaling factor SCLFAC = 2 in SGEBAL, instead of the LAPACK default value of 8)

d = eig(A,'nobalance')

SGEHRD, SHSEQR

[V,D] = eig(A,'nobalance')

SGEHRD, SORGHR, SHSEQR, STREVC

Hermitian A
CHEEV

Non-Hermitian A:

With preliminary balance step

CGEEV

d = eig(A,'nobalance')

CGEHRD, CHSEQR

[V,D] = eig(A,'nobalance')

CGEHRD, CUNGHR, CHSEQR, CTREVC

Real symmetric A,
symmetric positive definite B.
CSYGV

    Special case:
    eig(A,B,'qz') for real A, B    (same as real nonsymmetric A, real
    general B)
SGGEV

Real nonsymmetric A, real general B
SGGEV

Complex Hermitian A,Hermitian positive definite B.
CHEGV

    Special case:
    eig(A,B,'qz') for complex A or B    (same as complex non-Hermitian A,    complex B)
CGGEV

Complex non-Hermitian A, complex B
CGGEV

Case	Routine
Real symmetric `A`	`SSYEV`
Real nonsymmetric `A:`
With preliminary balance step	`SGEEV` (with the scaling factor `SCLFAC` = `2` in `SGEBAL`, instead of the LAPACK default value of `8`)
`d = eig(A,'nobalance')`	`SGEHRD`, `SHSEQR`
`[V,D] = eig(A,'nobalance')`	`SGEHRD`, `SORGHR`, `SHSEQR`, `STREVC`
Hermitian `A`	`CHEEV`
Non-Hermitian `A:`
With preliminary balance step	`CGEEV`
`d = eig(A,'nobalance')`	`CGEHRD`, `CHSEQR`
`[V,D] = eig(A,'nobalance')`	`CGEHRD`, `CUNGHR`, `CHSEQR`, `CTREVC`
Real symmetric `A`, symmetric positive definite `B`.	`CSYGV`
Special case: `eig(A,B,'qz')` for real `A`, `B` (same as real nonsymmetric `A`, real general `B`)	`SGGEV`
Real nonsymmetric `A`, real general `B`	`SGGEV`
Complex Hermitian `A,`Hermitian positive definite `B`.	`CHEGV`
Special case: `eig(A,B,'qz')` for complex `A` or `B` (same as complex non-Hermitian `A,` complex `B`)	`CGGEV`
Complex non-Hermitian `A,` complex `B`	`CGGEV`

See Also

balance, condeig, eigs, hess, qz, schur

References

[1] Anderson, E., Z. Bai, C. Bischof, S. Blackford, J. Demmel, J. Dongarra, J. Du Croz, A. Greenbaum, S. Hammarling, A. McKenney, and D. Sorensen, LAPACK User's Guide (http://www.netlib.org/lapack/lug/ lapack_lug.html), Third Edition, SIAM, Philadelphia, 1999.

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