Accurate estimation of complex eigenvalues

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SUMMARY

The discussion focuses on the challenges of accurately estimating complex eigenvalues using the Arnoldi iterative algorithm. The user encounters significant discrepancies between the real and imaginary parts of eigenvalues, particularly when both components vary greatly in magnitude, such as in the range [100, 1000]. For instance, an estimated eigenvalue of λ=100+0.017j contrasts with an analytically computed value of λ=100.1+0.012j, highlighting the need for improved accuracy in the imaginary part. The user seeks normalization techniques to enhance the precision of these estimates.

PREREQUISITES
  • Understanding of the Arnoldi iterative algorithm for eigenvalue computation
  • Familiarity with complex eigenvalues and their properties
  • Proficiency in Python or MATLAB for numerical computations
  • Knowledge of vector space isomorphism, specifically ##\mathbb{C}\cong \mathbb{R}\oplus \mathbb{R}##
NEXT STEPS
  • Research normalization techniques for complex eigenvalue estimation
  • Explore advanced numerical methods for improving accuracy in eigenvalue computations
  • Learn about error analysis in numerical linear algebra
  • Investigate alternative algorithms for eigenvalue problems, such as the Lanczos algorithm
USEFUL FOR

Mathematicians, data scientists, and engineers involved in numerical analysis, particularly those working with eigenvalue problems in computational mathematics.

soikez
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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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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}##.
 

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