Search code examples
pythonnumpyscipyeigenvalueeigenvector

Issues with Scipy in computing eigenvalues and eigenvectors


I am playing around with spectral properties of differential operators. To get a feel for things I decided to start out with computing the eigenvalues and eigenvectors of the 1-D Laplacian with periodic boundary conditions

Lap = 
[[-2, 1, 0, 0, ..., 1],
 [ 1,-2, 1, 0, ..., 0],
 [ 0, 1,-2, 1, ..., 0],
 ...
 ...
 [ 0, 0, ..., 1,-2, 1],
 [ 1, 0, ..., 0, 1,-2]]

So I run the following

import numpy as np
import scipy.linalg as scilin

N = 12
Lap = np.zeros((N, N))
for i in range(N):
   Lap[i, i] = -2
   Lap[i, (i+1)%N] = 1
   Lap[i, (i-1)%N] = 1

eigvals, eigvecs = scilin.eigh(Lap)

where

> print(eigvals)
[-4.00000000e+00 -3.73205081e+00 -3.73205081e+00 -3.00000000e+00
 -3.00000000e+00 -2.00000000e+00 -2.00000000e+00 -1.00000000e+00
 -1.00000000e+00 -2.67949192e-01 -2.67949192e-01  9.43689571e-16]

which is what I expect. However I decide to verify that these eigenvalues and eigenvectors are correct. What I end up with is

> (Lap - eigvals[0]*np.identity(N)).dot(eigvecs[0])
array([ 0.28544445,  0.69044928,  0.83039882,  0.03466493, -0.79854101,
       -0.81598463, -0.78119579, -0.7445237 , -0.769496  , -0.79741997,
       -1.09625463, -0.69683007])

I expect to get the zero vector. So what is going on here?


Solution

  • As mentioned in the comment by @Warren, eigenvectors are columns of eigvecs. While in numpy indexing, eigvecs[0] represent first row of eigvecs. To fix it:

    print((Lap-eigvals[0]*np.eye(N))@eigvecs[:,0])
    
    [-6.66133815e-16  2.55351296e-15 -1.77635684e-15  1.11022302e-16
      5.55111512e-16 -2.22044605e-16 -3.66373598e-15 -4.44089210e-16
      7.77156117e-16 -1.11022302e-16 -1.66533454e-15  2.22044605e-15]
    

    Which is basically all 0 (the numbers are there due to precision issue)