Premium
Short Communication: On solving generalized eigenvalue problems using Matlab
Author(s) -
Faber Klaas
Publication year - 1997
Publication title -
journal of chemometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.47
H-Index - 92
eISSN - 1099-128X
pISSN - 0886-9383
DOI - 10.1002/(sici)1099-128x(199701)11:1<87::aid-cem437>3.0.co;2-h
Subject(s) - matlab , eigenvalues and eigenvectors , computer science , mathematics , computation , spurious relationship , algorithm , mathematical optimization , computational science , physics , quantum mechanics , machine learning , operating system
Matlab is a high‐level computing environment that is rapidly gaining popularity for the execution of matrix computations. This paper discusses a major inconvenience that may arise if Matlab is used for the numerical solution of generalized eigenvalue problems. Matlab normalizes the eigenvectors to unit length (Euclidean norm). This leaves the eigenvectors fixed, up to a complex multiplier of modulus one. As a result additional programming may be necessary to eliminate spurious complex numbers. Specifically, problems recently described with respect to the eigensolution obtained by the generalized rank annihilation method are shown to be caused by Matlab's implementation of the generalized eigenvalue problem. © 1997 John Wiley & Sons, Ltd.