Eigenvalues and eigenvectors of a non-symmetric matrix?

Click For Summary
SUMMARY

This discussion focuses on finding the eigenvalues and eigenvectors of a non-symmetric matrix AB, where A and B are symmetric matrices. The user references the method from the paper "Fisher Linear Discriminant Analysis" by M. Welling, which involves computing eigenvalues and eigenvectors of the symmetric matrix B^(1/2) * A * B^(1/2). The user attempts to derive eigenvalues and eigenvectors of AB from those of the symmetric matrix but encounters discrepancies, highlighting the lack of direct correspondence between the eigenvectors of the product AB and its factors.

PREREQUISITES
  • Understanding of eigenvalues and eigenvectors
  • Familiarity with symmetric matrices
  • Knowledge of matrix operations, specifically matrix multiplication
  • Basic concepts of linear algebra
NEXT STEPS
  • Study the properties of eigenvalues and eigenvectors of non-symmetric matrices
  • Learn about the implications of matrix diagonalization
  • Research the relationship between eigenvectors of products of matrices
  • Explore Fisher Linear Discriminant Analysis and its applications in machine learning
USEFUL FOR

Mathematicians, data scientists, and anyone involved in linear algebra or machine learning who needs to understand the properties of eigenvalues and eigenvectors in the context of non-symmetric matrices.

prajeesh
Messages
1
Reaction score
0
I have a non symmetric matrix AB where A and B are symmetric matrices. How can I find the eigenvectors and eigenvalues of AB?

In a paper( Fisher Linear Discriminant Analysis by M Welling), the author asks to find eigenvalues and eigenvectors of B^(1/2)* A *B^(1/2) which is a symmetric matrix. But how can I get eigenvalues and eigenvectors of $AB$ from eigenvalues and eigenvectors of B^(1/2) A B^(1/2)?

Could someone please help me?

I tried the solution suggested by others. But it doesn't work
A=
[2,-1,0;
-1,2,-1;
0,-1,2];
B=
[32,-12,8;
-12,34,-21;
8,-21,13];

eigenvectors of AB=[0.516537330395033,-0.781188319935242,-0.0177964973702446;-0.710088559129181,-0.185707982205180,0.521054279012559;0.478501227273470,0.596034692062496,0.853337988726655];

eigenvectors of B^(1/2)* A* B^(1/2)= [0.517933641073670,-0.855373946305353,-0.00895295628145857;-0.725005239437560,-0.444501257554748,0.526104585439372;0.453995755742558,0.265996323309655,0.850372747536919];

product of B^(-1/2) and eigenvectors of B^(1/2)* A *B^(1/2) =[0.0692193234209673,-0.179045453961740,-0.160160577798552;-0.0951564325356731,-0.0425635779871867,4.68925725410385;0.0641222410443052,0.136608931923259,7.67966316565345];

Both are different. Is there any mistake in what I did?
 
Physics news on Phys.org
Product of two symmetric matrices doesn’t possesses nice properties unless the matrices commute (in that case the product is also symmetric). It can be non-diagonalizable. Even it is diagonalizable, there is, in general, no correspondence between eigenvectors of A B and of factors themselves.
 

Similar threads

  • · Replies 5 ·
Replies
5
Views
3K
  • · Replies 33 ·
2
Replies
33
Views
3K
  • · Replies 2 ·
Replies
2
Views
3K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 12 ·
Replies
12
Views
3K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 3 ·
Replies
3
Views
4K
  • · Replies 16 ·
Replies
16
Views
2K
  • · Replies 5 ·
Replies
5
Views
5K
  • · Replies 2 ·
Replies
2
Views
9K