matlab解本征值问题,用ARPACK求解特征值问题，但在Matlab中得到的结果不一致

关于MATLAB函数首先要做的一些事情：eig返回的特征值是NOTsorted。在[V,D] = eig(A)中，我们只保证V的列是D(i,i)中特征值对应的右特征向量。另一方面，^{}返回按降序排序的单数值。

d = eigs(A,k)返回k最大幅值特征值。但是，它适用于大型稀疏矩阵，通常不能替代：d = eig(full(A));

d = sort(d, 'descend');

d = d(1:k);

MATLAB语言

考虑到这一点，考虑以下MATLAB代码：

^{pr2}$

我得到：>> D

D =

3.684024113506185 + 0.000000000000000i

3.820058967057386 + 0.000000000000000i

3.511202932803535 + 0.000000000000000i

3.918541441830945 + 0.000000000000000i

3.979221766266508 + 0.000000000000000i

3.307439963195125 + 0.000000000000000i

4.144524409923134 + 0.000000000000000i

3.642801014184618 + 0.497479798520640i

3.642801014184618 - 0.497479798520640i

3.080265978640096 + 0.000000000000000i

>> dist

dist =

0.007410813506185

0.143445667057386

0.165410367196465

0.241928141830945

0.302608466266508

0.369173336804875

0.467911109923134

0.498627536953383

0.498627536953383

0.596347321359904

您可以尝试使用密集eig获得类似的结果：% closest k eigenvalues to sigma

ev = eig(full(A));

[~,idx] = sort(ev - sigma);

ev = ev(idx(1:k))

% compare against eigs

norm(D - ev)

可接受的差异很小(接近机器epsilon)：>> norm(ev-D)

ans =

1.257079405021441e-14

Python

类似于Python：import numpy as np

from scipy.sparse import spdiags

from scipy.sparse.linalg import eigs

# create banded matrix

n = 30

A = spdiags((np.ones((n,1))*[-1,2,-1]).T, [-1,0,1], n, n).todense()

A[0,8] = 30

# EIGS: k closest eigenvalues to sigma

k = 10

sigma = 3.6766133

D = eigs(A, k, sigma=sigma, which='LM', return_eigenvectors=False)

D = D[::-1]

for x in D:

print '{:.16f}'.format(x)

# EIG

ev,_ = np.linalg.eig(A)

idx = np.argsort(np.abs(ev - sigma))

ev = ev[idx[:k]]

for x in ev:

print '{:.16f}'.format(x)

结果相似：# EIGS

3.6840241135061853+0.0000000000000000j

3.8200589670573866+0.0000000000000000j

3.5112029328035343+0.0000000000000000j

3.9185414418309441+0.0000000000000000j

3.9792217662665070+0.0000000000000000j

3.3074399631951246+0.0000000000000000j

4.1445244099231351+0.0000000000000000j

3.6428010141846170+0.4974797985206380j

3.6428010141846170-0.4974797985206380j

3.0802659786400950+0.0000000000000000j

# EIG

3.6840241135061880+0.0000000000000000j

3.8200589670573906+0.0000000000000000j

3.5112029328035339+0.0000000000000000j

3.9185414418309468+0.0000000000000000j

3.9792217662665008+0.0000000000000000j

3.3074399631951201+0.0000000000000000j

4.1445244099231271+0.0000000000000000j

3.6428010141846201+0.4974797985206384j

3.6428010141846201-0.4974797985206384j

3.0802659786400906+0.0000000000000000j