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I have a skew-symmetric matrix B, and when I run:

[V,D] = eig(B)

the V matrix returned is not unitary, as I desire it to be. I think this is becuase I should not be using 'eig' for this purpose. What is the correct function, or algorithm to be using for diagonalizing a skew-symmetric matrix, in a complex vector space?

Christine Tobler
on 28 Sep 2020

When EIG is called with an exactly symmetric/hermitian matrix, MATLAB falls back to a specialized algorithm that guarantees that U is orthogonal/unitary and that D is real. There is no such special algorithm choice for skew-symmetric matrices, so there is no guarantee here, even though if the problem is nicely conditioned, the result will be close to that:

>> rng default; A = randn(10); A = A - A';

>> [U, D] = eig(A);

>> max(abs(real(diag(D))))

ans =

2.1034e-16

>> norm(U'*U - eye(10))

ans =

4.7239e-15

However, if matrix B is (exactly) skew-symmetric, it implies that matrix A = 1i*B is hermitian, and passing this matrix to EIG will result in unitary eigenvectors and all-real eigenvalues, which you can then transform back:

[U, D] = eig(1i*A);

D = -1i*D;

>> max(abs(real(diag(D))))

ans =

0

>> norm(U'*U - eye(10))

ans =

1.5001e-15

sushanth govinahallisathyanarayana
on 22 Sep 2020

I tested this out in Matlab R2018 A

m=[0,-1;1,0];

[V,D]=eig(m)

V'*V seems to be identity for me, m is skew symmetric here. I may be missing something about your original matrix, or you could check to see if it really is skew symmetric.

Paul
on 22 Sep 2020

Edited: Paul
on 23 Sep 2020

For your matrix B, you can diagonalize it and get the associated trasnsformation matrix as follows:

[T,J]=jordan(B);

any(any(J-diag(diag(J)))) % prove J is diagonal

ans =

logical

0

You can inspect J and see that the diagonal elements are equal to eig(B).

max(abs([cplxpair(diag(J))-cplxpair(eig(B))]))

ans =

4.4409e-16

Paul
on 23 Sep 2020

It certainly appears that a) the columns of T are linearly independent and b) T contains eigenvectors of B that, as we've seen, diagonalizes B:

>> rank(T)

ans =

12

>> max(abs(B*T-T*J),[],'all')

ans =

0

Furthermore, now that I think about it some more, if B is defective then it should have at least one entry of 1 on the superdiagonal of J, But it doesn't. Which again indicates that B is not defective. Let's try the symbolic approach:

[Vs,Ds]=eig(sym(B));

Vs\B*Vs

ans =

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, -2i, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 2i, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, -1i, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, -1i, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, -1i, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 1i, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1i, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1i]

>> [Vs-T]

ans =

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

[ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]

So it certainly seems like B should be diagonalizable, and it is either via the transformation returned from Jordan, or via the eigenvectors returned from the Symbolic toolbox.

Try a different option for eig, which seems to work better for your case.

[V1,D1]=eig(B,'nobalance');

rank(V1)

ans =

12

max(max(abs(V1\B*V1-D1)))

ans =

1.7114e-08

John D'Errico
on 23 Sep 2020

Edited: John D'Errico
on 23 Sep 2020

Matrices that are defective will not have a complete set of eigenvectors.

" In particular, an n × n matrix is defective if and only if it does not have n linearly independent eigenvectors."

The classic example that I know of is

>> A = triu(ones(2));

>> [V,D] = eig(A);

V =

1 -1

0 2.22044604925031e-16

D =

1 0

0 1

As you can see, there is a duplicate eigenvalue. But you can also see the two eigenvectors (columns of V) are not orthogonal.

In this case, the output from eig still satisfies the relation that A*V == V*D, at least within floating point trash.

>> norm(A*V - V*D)

ans =

2.22044604925031e-16

How about the case of your matrix B?

>> [V,D] = eig(B);

>> norm(B*V - V*D)

ans =

8.74077768365071e-16

So again, at best we can see this norm is zero. But V is not a complete set of eigenvectors. Why not? Because B is defective.

What can I say? If you read the help for eig, all it can promise is

"[V,D] = eig(A) produces a diagonal matrix D of eigenvalues and

a full matrix V whose columns are the corresponding eigenvectors

so that A*V = V*D."

When the matrix is defective, it can do no better than that, since the set of eigenvectors you are asking it to produce apparently don't exist.

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