[SciPy-user] A comparison of Matlab's and SciPy's eig function for repeated eigenvalues

Nils Wagner nwagner at iam.uni-stuttgart.de
Thu Dec 7 04:19:14 CST 2006


Hi all,

The eigenvectors associated with repeated eigenvalues are not uniquely
defined.
The eigenvectors returned by MATLAB's eig function are orthogonal with
respect
to A and B

[V,D] = eig(A,B)

V' * A * V = diag(a_i)
V' * B * V = diag(b_i)

And the eigenvalues differs with respect to the order.

How can I obtain "similar" results with SciPy ?

w, vr = linalg.eig(A,B)

dot(vr.T,dot(A,vr)) \ne diag(i_i)
dot(vr.T,dot(B,vr)) \ne diag(b_i)


I have attached  small test scripts for both, SciPy and MATLAB.

So, what is the difference between MATLAB's eig and SciPy's eig ?

Thanks in advance.

Nils
 
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