It looks like the source of gsl_eigen_symmv doesn't check if the input matrix is indeed symmetric. Is it a good idea to do that? Does it add too much overhead when the matrix is big?
On Fri, Sep 23, 2016 at 4:23 AM, Dimitrova, Maria < [email protected]> wrote: > Hello, > > I am getting started with the GSL libraries and tested how finding the > eigenvalues and eigenvectors of matrices works. I spotted some weird > results, so I must have made a mistake. The output from my program looks > like this: > > Matrix S > > 2.000000 2.000000 > 3.000000 0.000000 > > View matrix S > 2.000000 > 2.000000 > 3.000000 > 0.000000 > > Eigenvalues of S: > -2.162278 4.162278 > > However, online calculators do not agree. The eigenvalues are given as > 3.65 and -1.64. Here are the references to them > > http://www.wolframalpha.com/input/?i=eigenvalues+%7B%7B2,2%7D,%7B3,0%7D%7D > > www.mathportal.org/calculators/matrices-calculators/matrix-calculator. > php?formId=1&val1=2%3A2%3Anull%3Anull%3Anull%3Anull% > 3B3%3A0%3Anull%3Anull%3Anull%3Anull%3Bnull%3Anull%3Anull% > 3Anull%3Anull%3Anull%3Bnull%3Anull%3Anull%3Anull%3Anull% > 3Anull%3Bnull%3Anull%3Anull%3Anull%3Anull%3Anull%3Bnull% > 3Anull%3Anull%3Anull%3Anull%3Anull&val2=2&val3=2&rb1=evec > > > My code is below. Thank you for the help. > > > Best regards, > > Maria > > > [email protected] > > > > > /*********************************************************** > ************************************* > * > * > * COMPILED WITH THE LINE: > * > * gcc -Wall -Wextra eigenval-vect.c -lm -lgsl -lgslcblas && ./a.out > * > * > * > * > * > ************************************************************ > ************************************/ > #include <stdio.h> > #include <stdlib.h> > #include <math.h> > #include <gsl/gsl_math.h> > #include <gsl/gsl_blas.h> > #include <gsl/gsl_vector.h> > #include <gsl/gsl_matrix.h> > #include <gsl/gsl_eigen.h> > #define MatrixOrder 2 > #define MSG(msg) printf( "\n" #msg "\n") > #define DIV printf("\n================================================== > =====================================\n\n") > #define DEBUG(msg, var, fmt) printf( #msg "\n" #var "=%" #fmt "\n", var) > #define PRINTF(var, fmt) printf("\n**DEBUG: " #var "=%" #fmt "\n", var) > void printArr(gsl_matrix *array, int nrows, int ncols) > { > int i,j; > printf("\n"); > for (i=0;i<nrows;i++) > { > printf("\n"); > for (j=0;j<ncols;j++) > { > printf("% f ",gsl_matrix_get(array,i,j)); > } > } > printf("\n\n"); > } > int main() > { > int i=0; > double data[] = { 2.0, 2.0, > 3.0, 0.0 }; > gsl_matrix *S, *C; > gsl_vector *E; > gsl_eigen_symmv_workspace *wrkDiag; // for diagonalization > > > S = gsl_matrix_calloc(MatrixOrder,MatrixOrder); > C = gsl_matrix_calloc(MatrixOrder,MatrixOrder); > E = gsl_vector_calloc(MatrixOrder); > wrkDiag = gsl_eigen_symmv_alloc(MatrixOrder); // for NxN matrix wrk > is O(4N) > /*********************************************************** > ******************************/ > gsl_matrix_view m = gsl_matrix_view_array (data, 2, 2); > MSG(Matrix S); > printArr(&m.matrix,2,2); > MSG(View matrix S); > gsl_matrix_fprintf(stdout,&m.matrix,"%f"); > /*********************************************************** > ******************************/ > DIV; > gsl_eigen_symmv (&m.matrix,E,C,wrkDiag); > gsl_eigen_symmv_sort(E,C,GSL_EIGEN_SORT_VAL_ASC); > MSG(Eigenvalues of S:); > for (i=0;i<2;i++) > { > printf("% f\t",gsl_vector_get(E,i)); > } > printf("\n\n"); > MSG(Eigenvectors of S:); > printArr(C,2,2); > > DIV; > /*********************************************************** > ******************************/ > gsl_matrix_free(S); > gsl_vector_free(E); > gsl_matrix_free(C); > gsl_eigen_symmv_free(wrkDiag); > return 0; > } > > > >
