Accurate estimation of complex eigenvalues

In summary, the conversation discusses the use of Arnoldi iterative algorithm for computing eigenvalues of a matrix. The speaker mentions that there is a significant difference between the real and imaginary parts of the estimated eigenvalues, which can cause accuracy problems. They suggest using a vector space isomorphism to address this issue.
  • #1
soikez
5
0
Hello,
I use Arnoldi iterative algorithm in order to compute the eigenvalues of a matrix. I know that the eigenvalues are of the form [tex]\lambda(1+j/c)[/tex] and I can totally estimate them. The problem that occurs is that both the range of [tex]\lambda_0[/tex] and c is for example [100,1000]. That means that there is a significant difference in the order of real and imaginary part e.g. [tex](10^4,10^6)[/tex], so the algorithm I use defines with more accuracy the real part of the eigenvalue. To be more specific let me give an example. If I estimate an eigenvalue, using python or matlab, as [tex]\lambda=100+0.017j[/tex], the analytically computed eigenvalue is [tex]\lambda=100.1+0.012j[/tex]. This deviation in the imaginary part causes a lot of problems.
Is there any way of normalization in order to exceed this problem of accuracy?

Thanks in advance!
 
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  • #2
You could try to describe it as a purely real problem by using the vector space isomorphism ##\mathbb{C}\cong \mathbb{R}\oplus \mathbb{R}##.
 

1. What are complex eigenvalues?

Complex eigenvalues are a mathematical concept used in linear algebra to describe the behavior of a matrix. They are found by solving an equation involving the matrix and a vector, and represent the values by which the vector is scaled and rotated when multiplied by the matrix.

2. Why is accurate estimation of complex eigenvalues important?

Accurate estimation of complex eigenvalues is important because it allows us to understand and predict the behavior of a system represented by a matrix. This can have applications in various fields such as physics, engineering, and computer science.

3. What methods are used for accurate estimation of complex eigenvalues?

There are several methods used for accurate estimation of complex eigenvalues, including the power method, inverse iteration, and QR algorithm. These methods use iterative processes to approximate the eigenvalues to a desired level of accuracy.

4. How do you determine the accuracy of an estimated complex eigenvalue?

The accuracy of an estimated complex eigenvalue can be determined by comparing it to the exact value, if known, or by using error analysis techniques. This involves calculating the difference between the estimated value and the exact value, and evaluating the significance of this difference.

5. What are some challenges in accurately estimating complex eigenvalues?

One challenge in accurately estimating complex eigenvalues is the potential for numerical instability. This can occur when using certain methods or when working with matrices that are ill-conditioned. Additionally, finding all eigenvalues of a large matrix can be computationally intensive and time-consuming.

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