Eigenvalues and Eigenvectors Question

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LukeO
LukeO 2016 年 11 月 18 日
コメント済み: Greg Bishop 2017 年 2 月 15 日
I've solved a matrix in MATLAB using the following in the command window:
>> A = [1 2 -5; 3 7 3; -4 6 1]
A =
1 2 -5
3 7 3
-4 6 1
>> eig(A)
ans =
-5.4490
5.6560
8.7930
>> [v,d] = eig(A)
v =
0.6404 -0.7188 -0.2483
-0.3223 0.0583 0.7017
0.6971 0.6927 0.6677
d =
-5.4490 0 0
0 5.6560 0
0 0 8.7930
I understand the function eig(A) is returning the eigenvalues of the matrix but I don't fully understand the function [v,d]=eig(A). Could someone please explain it in a way that is easy to understand?
Also, I understand there are many different ways of reporting the eigenvector but which eigenvector does MATLAB report?
Finally, is there a way in MATLAB that i can confirm the above answers for the eigenvalues and eigenvectors just to prove its correct?
Thanks.
  1 件のコメント
Greg Bishop
Greg Bishop 2017 年 2 月 15 日
https://www.mathworks.com/help/matlab/ref/eig.html
V are the eigenvectors, D are the eigenvalues, the algorithm used to compute them is cholesky which is a triangular decomposition. By definition, you can check this by performing A*V = V*D, within the machine limits of float precision.

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回答 (2 件)

Star Strider
Star Strider 2016 年 11 月 18 日
According to the documentation, ‘v’ in your example are the right eigenvectors. See the documentation for eig for a full explanation.

Roger Stafford
Roger Stafford 2016 年 11 月 18 日
The ‘eig’ function “[v,d] = eig)A)” is a solution to the equation
A*v = v*d
where ‘d’ is a diagonal matrix and if possible the columns of ‘v’ are of unit magnitude. These diagonal elements of ‘d’ are known as the eigenvalues of A and the columns of ‘v’ are the eigenvectors. The above equation is a way of testing that ‘eig’ has solved the problem correctly (to within round-off error accuracy, of course.) For further information, read:
https://en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors
The subject of eigenvalues and eigenvectors is an important subject in linear algebra.

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