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The Eigenvector-Eigenvalue Identity and other pragmatic topics in linear algebra for physicists

Diagonalization of an Hermitian matrix is a common task in physics. All of us have diagonalized 2x2 matrices but few have diagonalized a 3x3 matrix algebraically except in special simplifying cases. In this colloquium, I will discuss the mathematics and methods for diagonalizing small, but larger than 2x2 marices, and discuss the recently rediscovered Eigenvector-Eigenvalue identity. As an explicit, pragmatic example I will use the propagation of neutrino's propagating through matter which is inherently a 3x3 problem.

Parke, Stephen [Fermilab] (ORCID:0000000320286782)↗

Eigenvalue and eigenvector sensitivity and approximate analysis for repeated eigenvalue problems

A set of computationally efficient equations for eigenvalue and eigenvector sensitivity analysis are derived, and a method for eigenvalue and eigenvector approximate analysis in the presence of repeated eigenvalues is presented. The method developed for approximate analysis involves a reparamaterization of the multivariable structural eigenvalue problem in terms of a single positive-valued parameter. The resulting equations yield first-order approximations of changes in both the eigenvalues and eigenvectors associated with the repeated eigenvalue problem. Examples are given to demonstrate the application of such equations for sensitivity and approximate analysis.

Hou, Gene J. W.↗

CAVE3: A general transient heat transfer computer code utilizing eigenvectors and eigenvalues

The method of solution is a hybrid analytical numerical technique which utilizes eigenvalues and eigenvectors. The method is inherently stable, permitting large time steps even with the best of conductors with the finest of mesh sizes which can provide a factor of five reduction in machine time compared to conventional explicit finite difference methods when structures with small time constants are analyzed over long time periods. This code will find utility in analyzing hypersonic missile and aircraft structures which fall naturally into this class. The code is a completely general one in that problems involving any geometry, boundary conditions and materials can be analyzed. This is made possible by requiring the user to establish the thermal network conductances between nodes. Dynamic storage allocation is used to minimize core storage requirements. This report is primarily a user's manual for CAVE3 code. Input and output formats are presented and explained. Sample problems are included which illustrate the usage of the code as well as establish the validity and accuracy of the method.

Palmieri, J. V.↗

On the eigenvalue and eigenvector derivatives of a general matrix

The existence of differentiable eigenvalues and eigenvectors for a general matrix is addressed. The eigenspace which contains differentiable eigenvectors is determined and computed by using the concept of subspace intersection in conjunction with the singular value decomposition algorithm. The differentiable eigenvectors associated with repeated eigenvalues should be simultaneously the eigenvectors of the general matrix and its corresponding sensitivity matrix. Furthermore, the derivatives for differentiable eigenvectors associated with repeated eigenvalues can be computed using higher order derivatives of the matrix, whereas the corresponding eigenvalue derivatives are the eigenvalues of the sensitivity matrix.

Juang, Jer-Nan↗

Observations on the Computation of Eigenvalue and Eigenvector Jacobians

Many scientific and engineering problems benefit from analytic expressions for eigenvalue and eigenvector derivatives with respect to the elements of the parent matrix. While there exists extensive literature on the calculation of these derivatives, which take the form of Jacobian matrices, there are a variety of deficiencies that have yet to be addressed — including the need for both left and right eigenvectors, limitations on the matrix structure, and issues with complex eigenvalues and eigenvectors. This work addresses these deficiencies by proposing a new analytic solution for the eigenvalue and eigenvector derivatives. The resulting analytic Jacobian matrices are numerically efficient to compute and are valid for the general complex case. It is further shown that this new general result collapses to previously known relations for the special cases of real symmetric matrices and real diagonal matrices. Finally, the new Jacobian expressions are validated using forward finite differencing and performance is compared with another technique.

Jacobian↗

Derivatives of eigenvalues and eigenvectors for a general matrix

Expressions are obtained for the derivatives of the eigenvalues and eigenvectors which are expressions of only one left-hand and one right-hand eigenvector. The approach described makes use of a Choleski decomposition or some other decomposition method. The method may be extended to find any order of derivative of the eigenvalue and eigenvector. The expressions obtained for finding the derivatives of eigenvalues and eigenvectors for nonself-adjoint systems may be applied to self-adjoint systems.

Rudisill, C. S.↗

Numerical methods for evaluating the derivatives of eigenvalues and eigenvectors

Two numerical methods are presented for computing the derivatives of eigenvalues and eigenvectors which do not require complete solution of the eigenvalue problem if only a few derivatives are sought. The 'iterative' method may be used to find the first derivative of one or all of the eigenvectors together with the second derivative of their eigenvalues in a self-adjoint system. If the left- and right-hand eigenvectors are known, the first derivative of the eigenvector corresponding to the largest eigenvalue and the second derivative of the largest eigenvalue may be obtained for a nonself-adjoint system. The 'algebraic' method may be used to find all orders of the derivatives, provided they exist, without requiring the left-hand eigenvectors.

Rudisill, C. S.↗

On the eigenvalue and eigenvector derivatives of a non-defective matrix

A novel approach is introduced to address the problem of existence of differentiable eigenvectors for a nondefective matrix which may have repeated eigenvalues. The existence of eigenvector derivatives for a unique set of continuous eigenvectors corresponding to a repeated eigenvalue is rigorously established for nondefective and analytic matrices. A numerically implementable method is then developed to compute the differentiable eigenvectors associated with repeated eigenvalues. The solutions of eigenvalue and eigenvector derivatives for repeated eigenvalues are then derived. An example is given to illustrate the validity of formulations developed in this paper.

Juang, Jer-Nan↗

Eigenvalues and eigenvectors for hybrid coordinate equations of motion for flexible spacecraft

The eigenvalues and eigenvectors of a system of linear time-invariant equations describing the attitude motion of flexible spacecraft in terms of hybrid coordinates are characterized in terms of literal expressions by using peculiar properties of the system parameter matrices. For the undamped case the eigenvalues are localized in terms of inertial matrices and modal parameters. A procedure for calculating the eigenvectors is proposed whereby the eigenproblem associated with the original system of dimension (2N + 6) is reduced to that of a symmetric and positive definite matrix of dimension N with the zero-damping assumption. The eigenvectors for systems of large dimension are obtained explicitly in terms of a 3x1 matrix whose elements are available from a system of three algebraic equations, which is provided.

Ohkami, Y.↗

Derivatives of eigenvalues and eigenvectors of a general complex matrix

A survey of methods for sensitivity analysis of the algebraic eigenvalue problem for non-Hermitian matrices is presented. In addition, a modification of one method based on a better normalizing condition is proposed. Methods are classified as Direct or Adjoint and are evaluated for efficiency. Operation counts are presented in terms of matrix size, number of design variables and number of eigenvalues and eigenvectors of interest. The effect of the sparsity of the matrix and its derivatives is also considered, and typical solution times are given. General guidelines are established for the selection of the most efficient method.

Murthy, Durbha V.↗

Eigenvectors from Eigenvalues: a survey of a basic identity in linear algebra

If $A$ is an $n \times n$ Hermitian matrix with eigenvalues $\lambda_1(A),\dots,\lambda_n(A)$ and $i,j = 1,\dots,n$, then the $j^{\mathrm{th}}$ component $v_{i,j}$ of a unit eigenvector $v_i$ associated to the eigenvalue $\lambda_i(A)$ is related to the eigenvalues $\lambda_1(M_j),\dots,\lambda_{n-1}(M_j)$ of the minor $M_j$ of $A$ formed by removing the $j^{\mathrm{th}}$ row and column by the formula $$ |v_{i,j}|^2\prod_{k=1;k\neq i}^{n}\left(\lambda_i(A)-\lambda_k(A)\right)=\prod_{k=1}^{n-1}\left(\lambda_i(A)-\lambda_k(M_j)\right)\,.$$ We refer to this identity as the \emph{eigenvector-eigenvalue identity}. Despite the simple nature of this identity and the extremely mature state of development of linear algebra, this identity was not widely known until very recently. In this survey we describe the many times that this identity, or variants thereof, have been discovered and rediscovered in the literature (with the earliest precursor we know of appearing in 1934). We also provide a number of proofs and generalizations of the identity.

97 MATHEMATICS AND COMPUTING↗