I have a function written in C to calculate eigenvalues and eigenvectors, but it takes a lot of CPU time since I am calling this function several times as part of another algorithm. According to Apple the Accelerate framework can be used to find eigenvalues from matrices very fast using BLAS and LAPACK.
As I am new to the Accelerate framework, so which functions should I be using to find the eigenvalues and eigenvectors of a square matrix?
That depends a bit on the character of the matrix that you wish to decompose. There are different routines in Lapack for symmetric/Hermitian matrices, banded diagonal matrices, or general matrices. If you have a general matrix (w/ no particular structure) you will need to use the generalized Schur decomposition routines. The routines are divided between single and double precision and between matrices with real or complex elements - as is all of Lapack.
The general eigen-problem solver routines are named: SGEEV CGEEV DGEEV ZGEEV where the S = single precision real, C = single precision complex, D = double precision real, Z = double precision complex.
IBM has a good online reference for lapack, here's a link describing the above routines.
Good luck!
Paul
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I am currently using MATLAB to do matrix division of very large, very sparse, complex matrices that are symmetric in structure, but asymmetric in value (i.e. A(1,2)=3+4i and A(2,1)=3-4i).
I am now converting my code to Java. What is the proper equivalent function of A\b in Suitesparse/LApack?
I know this is what MATLAB is running for A\b, but chol seems to be limited to real, symmetric matrices.
I'm trying to compute an inverse of a matrix P, but if I multiply inv(P)*P, the MATLAB does not return the identity matrix. It's almost the identity (non diagonal values in the order of 10^(-12)). However, in my application I need more precision.
What can I do in this situation?
Only if you explicitly need the inverse of a matrix you use inv(), otherwise you just use the backslash operator \.
The documentation on inv() explicitly states:
x = A\b is computed differently than x = inv(A)*b and is recommended for solving systems of linear equations.
This is because the backslash operator, or mldivide() uses whatever method is most suited for your specific matrix:
x = A\B solves the system of linear equations A*x = B. The matrices A and B must have the same number of rows. MATLAB® displays a warning message if A is badly scaled or nearly singular, but performs the calculation regardless.
Just so you know what algorithm MATLAB chooses depending on your input matrices, here's the full algorithm flowchart as provided in their documentation
The versatility of mldivide in solving linear systems stems from its ability to take advantage of symmetries in the problem by dispatching to an appropriate solver. This approach aims to minimize computation time. The first distinction the function makes is between full (also called "dense") and sparse input arrays.
As a side-note about error of order of magnitude 10^(-12), besides the above mentioned inaccuracy of the inv() function, there's floating point accuracy. This post on MATLAB issues on it is rather insightful, with a more general computer science post on it here. Basically, if you are computing numerics, don't worry (too much at least) about errors 12 orders of magnitude smaller.
You have what's called an ill-conditioned matrix. It's risky to try to take the inverse of such a matrix. In general, taking the inverse of anything but the smallest matrices (such as those you see in an introduction to linear algebra textbook) is risky. If you must, you could try taking the Moore-Penrose pseudoinverse (see Wikipedia), but even that is not foolproof.
What is the more generalized term?
Why is MATLAB named matrix laboratory, then?
A matrix is a practical way to represent a linear transformation from a space of dimension n to a space of dimension m in the form of a nxm array of scalar values.
It is also very practical to perform linear algebra operation in a very systematic way that can be implemented on a computer. For instance if matrix A represents the linear transformation f and matrix B the linear transformation g, then the composition f o g writes as A*B where * denotes matrix multiplication. Matlab has also a lot of routines related to matrix operations (i.e. linear algebra operations) like det, pinv, svd etc...
As you can still see nowadays in Matlab, operators like *, / are strongly tied to matrix operations and thus strongly tied to linear algebra operations, which I think was the original goal of matlab in its early elaboration, hence its name (surely quite speculative but guess not so far from reality).
To perform element-wise operations on n-dimensional data sets, you have to write .*, or ./. denoting you are now performing array operations.
I would not say array operations encompass matrix operations, they are different. The later ones relate to linear algebra, while the other ones just relate to a practical way to operate on large sets of data. These data are not limited to be numbers, they are just n-dimensional data sets of whatever (string, numbers, cells, etc...).
Matlab also has a very synthetic syntax to perform array operations on sub-blocks (i.e. linear/logical subscripts) that makes it very easy to reorganize data sets in just one line of code before applying subsequent matrix or array operations.
If you're asking about MATLAB, the word "matrix" typically refers to a 2d array, whereas an "array" can be n-dimensional.
Early versions of MATLAB supported only 2d matrices, not n-dimensional arrays. I believe support for n-dimensional arrays was introduced in version 5 of MATLAB.
I would say that MATLABs matrix is a more advanced kind of array if you compare to the c-style arrays, eg double array[], or the Java array, eg double arry2[]. I would also say that the matlab matrix is better for mathematical purposed than the c++ vector or Java ArrayList. However, if you mean the matlab array I would say that it is more complicated. I would then recommend the link about matlab data which describes the mxArray type, used to store most of the data in matlab. The question is hard to answer completely without better description of what you mean with array, but I would say that regarding the type there is no difference between an array like a = [1,2,3,4] and matrix like b = [1,2,3,4;5,6,7,8]. There can also be matrices of higher dimensions as c = ones(3,4,3). These are in general called matrices as well in MATLAB, or if you need to be more specific N dimensional matrices.
I have a system of dynamic equations that ultimately can be written in the well-known "spring-mass-damper" form:
[M]{q''}+[C]{q'}+[K]{q}={0}
[M], [C], [K]: n-by-n Coefficient Matrices
{q}: n-by-1 Vector of the Degrees of Freedom
(the ' mark represents a time derivative)
I want to find the eigenvalues and eigenvectors of this system. Obviously due to the term [C]{q'}, the standard MATLAB function eig() will not be useful.
Does anyone know of a simple MATLAB routine to determine the eigenvalues, eigenvectors of this system? The system is homogeneous so an efficient eigenvalue analysis should be very feasible, but I'm struggling a bit.
Obviously I can use brute force and a symbolic computing software to find the gigantic characteristic polynomial. But this seems inefficient for me, especially because I'm looping this through the other parts of the code to determine frequencies as a function of other varied parameters.
There are two alternative methods to compute DCT and its inverse in MATLAB. One is dct2/idct2 and the other is the transformation matrix computed by dctmtx. Why is there an alternative way based on matrix multiplications making use of dctmtx?
"If A is square, the two-dimensional DCT of A can be computed as D*A*D'. This computation is sometimes faster than using dct2, especially if you are computing a large number of small DCTs, because D needs to be determined only once."
Where D = dctmtx(n)
Source: http://www.mathworks.com/help/toolbox/images/ref/dctmtx.html