How do I estimate complex eigenvalues?

In summary, the conversation discusses the problem of estimating eigenvalues of a real matrix that may contain complex elements. The use of the QR algorithm is mentioned, but it is noted that it fails to converge on complex eigenvalues. The speaker is looking for an alternative method, and another participant suggests using the dgeev.f routine from lapack, which does not require complex arithmetic. The conversation also mentions the use of the Hessenberg form and the QR algorithm variant to solve this problem, and provides resources for further information. Finally, the conversation ends with someone asking for a subroutine to calculate eigenvalues for a matrix with complex elements.
  • #1
photis
7
0
Let A be a matrix with real elements. The problem is to estimate eigenvalues of A, real and complex. QR algorithm is fine for real eigenvalues, but obviously fails to converge on complex eigenvalues... So, I'm looking for an alternative that could provide an estimate for complex eigenvalues of A. Can anybody help?

Thanks,
photis
 
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  • #2
Go to http://www.netlib.org/lapack/double/. The routine dgeev.f (a fortran subprogramme) is good and does not require complex arithmetic because you have a real matrix, so that all complex eigenvalues (if there are any) come in pairs of complex conjugates. I have used this routine successfully many many times in the past but I don't remember the details of the numerical method. Usually, the matrix has to be reduced to Hessenberg form first; then, I think there may be a variant of the QR algorithm that works. I found the discussions in "Numerical Recipes" by Press et al. and "Numerical methods that work" by F.S. Acton very imformative. Good luck---the world of non-symmetric matrices is not a pleasant place!

For more about the numerical procedure, look in
http://www.netlib.org/lapack/lug/node50.html
 
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  • #3
Thanks, your help was really valueable:!) . Following the links, I found this: http://www.acm.caltech.edu/~mlatini/research/qr_alg-feb04.pdf"

As eigenvalues come in conjugate pairs, QR apparently fails (no dominant eigenvalue exists). However, instead of generating a single eigenvalue estimation, QR produces a 2x2 matrix "containing" the conjugate pair. One can either (a) calculate the eigenvalues of the 2x2 matrix directly and proceed with next eigenvalue(s) or (b) use "Wilkinson shift" to move QR on the complex plain.

(a) may affect estimates of the remaining eigenvalues, but (b) introduces complex arithmetic, so (a) seems preferable. After all, I use QR to get reasonable initial approximations for inverse power algorithm.

Does anybody know if there is an alternative method (not QR) to ger Schur quasitriangular form of a real matrix?
 
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  • #5
i have a matrix that its elements are complex ,ineed its eignvalue , did any onehave any subroutine for that?

(not double percision)
tnx
 

Related to How do I estimate complex eigenvalues?

1. How do I determine the eigenvalues of a complex matrix?

To estimate the eigenvalues of a complex matrix, you can use a variety of methods such as the characteristic polynomial, Jordan decomposition, or the power method. These methods involve manipulating the matrix and solving equations to find the eigenvalues. Alternatively, you can use software tools that can perform these calculations for you.

2. Can I use the same method to estimate both real and complex eigenvalues?

Yes, the methods for estimating eigenvalues of a complex matrix can also be used to estimate real eigenvalues. However, the calculations may be more complicated for complex eigenvalues since they involve complex numbers and equations.

3. What is the significance of estimating complex eigenvalues?

Complex eigenvalues are important in various fields of science and engineering, such as quantum mechanics, signal processing, and control theory. They represent the properties of a system or matrix that cannot be described by real numbers alone. Estimating complex eigenvalues can help us understand the behavior and stability of these systems.

4. How accurate are the estimated complex eigenvalues?

The accuracy of estimated complex eigenvalues depends on the method used and the precision of the calculations. It is important to use appropriate numerical methods and ensure that the calculations are performed with sufficient precision to obtain accurate results.

5. Are there any alternative methods for estimating complex eigenvalues?

Yes, there are alternative methods such as the QR algorithm, inverse iteration, and the Lanczos algorithm. These methods may be more efficient or accurate for certain types of complex matrices. It is recommended to explore different methods and choose the most suitable one for your specific problem.

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