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jax.numpy.linalg.eighΒΆ
-
jax.numpy.linalg.
eigh
(a, UPLO=None, symmetrize_input=True)[source]ΒΆ - Return the eigenvalues and eigenvectors of a complex Hermitian
(conjugate symmetric) or a real symmetric matrix.
LAX-backend implementation of
eigh()
. Original docstring below.Returns two objects, a 1-D array containing the eigenvalues of a, and a 2-D square array or matrix (depending on the input type) of the corresponding eigenvectors (in columns).
- Parameters
a ((.., M, M) array) β Hermitian or real symmetric matrices whose eigenvalues and eigenvectors are to be computed.
UPLO ({'L', 'U'}, optional) β Specifies whether the calculation is done with the lower triangular part of a (βLβ, default) or the upper triangular part (βUβ). Irrespective of this value only the real parts of the diagonal will be considered in the computation to preserve the notion of a Hermitian matrix. It therefore follows that the imaginary part of the diagonal will always be treated as zero.
- Returns
w ((β¦, M) ndarray) β The eigenvalues in ascending order, each repeated according to its multiplicity.
v ({(β¦, M, M) ndarray, (β¦, M, M) matrix}) β The column
v[:, i]
is the normalized eigenvector corresponding to the eigenvaluew[i]
. Will return a matrix object if a is a matrix object.
- Raises
LinAlgError β If the eigenvalue computation does not converge.
See also
eigvalsh()
eigenvalues of real symmetric or complex Hermitian (conjugate symmetric) arrays.
eig()
eigenvalues and right eigenvectors for non-symmetric arrays.
eigvals()
eigenvalues of non-symmetric arrays.
scipy.linalg.eigh()
Similar function in SciPy (but also solves the generalized eigenvalue problem).
Notes
New in version 1.8.0.
Broadcasting rules apply, see the numpy.linalg documentation for details.
The eigenvalues/eigenvectors are computed using LAPACK routines
_syevd
,_heevd
.The eigenvalues of real symmetric or complex Hermitian matrices are always real. 1 The array v of (column) eigenvectors is unitary and a, w, and v satisfy the equations
dot(a, v[:, i]) = w[i] * v[:, i]
.References
- 1
G. Strang, Linear Algebra and Its Applications, 2nd Ed., Orlando, FL, Academic Press, Inc., 1980, pg. 222.
Examples
>>> from numpy import linalg as LA >>> a = np.array([[1, -2j], [2j, 5]]) >>> a array([[ 1.+0.j, -0.-2.j], [ 0.+2.j, 5.+0.j]]) >>> w, v = LA.eigh(a) >>> w; v array([0.17157288, 5.82842712]) array([[-0.92387953+0.j , -0.38268343+0.j ], # may vary [ 0. +0.38268343j, 0. -0.92387953j]])
>>> np.dot(a, v[:, 0]) - w[0] * v[:, 0] # verify 1st e-val/vec pair array([5.55111512e-17+0.0000000e+00j, 0.00000000e+00+1.2490009e-16j]) >>> np.dot(a, v[:, 1]) - w[1] * v[:, 1] # verify 2nd e-val/vec pair array([0.+0.j, 0.+0.j])
>>> A = np.matrix(a) # what happens if input is a matrix object >>> A matrix([[ 1.+0.j, -0.-2.j], [ 0.+2.j, 5.+0.j]]) >>> w, v = LA.eigh(A) >>> w; v array([0.17157288, 5.82842712]) matrix([[-0.92387953+0.j , -0.38268343+0.j ], # may vary [ 0. +0.38268343j, 0. -0.92387953j]])
>>> # demonstrate the treatment of the imaginary part of the diagonal >>> a = np.array([[5+2j, 9-2j], [0+2j, 2-1j]]) >>> a array([[5.+2.j, 9.-2.j], [0.+2.j, 2.-1.j]]) >>> # with UPLO='L' this is numerically equivalent to using LA.eig() with: >>> b = np.array([[5.+0.j, 0.-2.j], [0.+2.j, 2.-0.j]]) >>> b array([[5.+0.j, 0.-2.j], [0.+2.j, 2.+0.j]]) >>> wa, va = LA.eigh(a) >>> wb, vb = LA.eig(b) >>> wa; wb array([1., 6.]) array([6.+0.j, 1.+0.j]) >>> va; vb array([[-0.4472136 +0.j , -0.89442719+0.j ], # may vary [ 0. +0.89442719j, 0. -0.4472136j ]]) array([[ 0.89442719+0.j , -0. +0.4472136j], [-0. +0.4472136j, 0.89442719+0.j ]])