Re: Re: smooth eigenvalues and eigenvectors as a function of frequency
- To: mathgroup at smc.vnet.net
- Subject: [mg60365] Re: [mg60321] Re: smooth eigenvalues and eigenvectors as a function of frequency
- From: Maria Cristina Dias Tavares <cristina at dsce.fee.unicamp.br>
- Date: Wed, 14 Sep 2005 03:27:32 -0400 (EDT)
- References: <dg05rf$a1u$1@smc.vnet.net> <200509131006.GAA09672@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Hi
Once I had this problem in another environment and I used Newton
Raphson to identify the eigenvalues. The important thing to avoid
switchover was to correctly give the seed. I have used as seed the
previous calculated point and that worked.
For instance, when dealing with non-transposed transmission line,
the former seed should be the eigenvector for ideally transposed line.
The following seeds should be calculated as I described above.
Regards,
Eckhard Hennig wrote:
>"Antonio Carlos Siqueira" <acsl at dee.ufrj.br> schrieb im Newsbeitrag
>news:dg05rf$a1u$1 at smc.vnet.net...
>
>
>>Dear MathGroup
>>
>>I am posting this message hoping that someone may have a better idea
>>than me and point me in some direction to the solution. I have to fit a
>>complex based function using a state-space approach and thus smooth
>>eigenvectors and eigenfunctions are needed. Using Eigensystem I
>>experienced some eigenvector/eigenvalues switchovers (from one
>>frequency step to the next).
>>I was wondering whether some sort of MapIndexed or some Sort can do the
>>trick to switch the eigenvector back. I know that if I can track the
>>direction of the eigenvalue.eigenvector dot product I might probably
>>identify the switchover.
>>
>>
>
>Hi Antonio,
>
>without having looked into all the details of your code (it's not complete
>anyway) I believe that your problem is one of identifying corresponding
>eigenvectors of two closely related eigenvalue problems: Let A(p) denote a
>square matrix whose entries are functions of a parameter p, and let deltap
>denote a (small) perturbation of p. Let the two eigenvalue problems be
>formulated as
>
>(1) (A(p) - lambda.I) x = 0
>
>and
>
>(2) (A(p+deltap) - lambda.I) x = 0
>
>Now assume that (lambda1_1, x1_1) is an eigenvalue/eigenvector pair of (1)
>and that you are interested in finding the corresponding pair (lambda2_1,
>x2_1) in the set of solutions {(lambda2_k, x2_k), k=1..n} of the perturbed
>equation (2). This can be achieved with the help of the modal assurance
>criterion (MAC), defined as
>
> MAC(x1, x2) = abs(x1'.x2)^2/((x1'.x1)*(x2'.x2))
>
>where x' denotes the complex conjugate transpose of x.
>
>The MAC ranges from 0 to 1. The eigenpair of (2) corresponding to
>(lambda1_1, x1_1) is the one for which
>
> MAC(x1_1, x2_k)
>
>is closest to 1.
>
>HTH,
>
>Eckhard
>
>
>
--
Profa Maria Cristina Tavares
Faculdade de Engenharia Elétrica e de Computação
UNICAMP / FEEC / DSCE
CP 6101 - CEP 13083-970
tel : (19) 3788 3738
fax : (19) 3289 1395
http://www.dsce.fee.unicamp.br/~cristina
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Hi<br>
<br>
Once I had this problem in another environment and I used Newton
Raphson to identify the eigenvalues. The important thing to avoid
switchover was to correctly give the seed. I have used as seed the
previous calculated point and that worked. <br>
<br>
For instance, when dealing with non-transposed transmission line,
the former seed should be the eigenvector for ideally transposed line.
The following seeds should be calculated as I described above. <br>
<br>
Regards,<br>
<br>
<br>
<br>
<br>
Eckhard Hennig wrote:<br>
<blockquote cite="mid200509131006.GAA09672 at smc.vnet.net" type="cite">
<pre wrap="">"Antonio Carlos Siqueira" <a class="moz-txt-link-rfc2396E" href="mailto:acsl at dee.ufrj.br"><acsl at dee.ufrj.br></a> schrieb im Newsbeitrag
<a class="moz-txt-link-freetext" href="news:dg05rf$a1u$1 at smc.vnet.net">news:dg05rf$a1u$1 at smc.vnet.net</a>...
</pre>
<blockquote type="cite">
<pre wrap="">Dear MathGroup
I am posting this message hoping that someone may have a better idea
than me and point me in some direction to the solution. I have to fit a
complex based function using a state-space approach and thus smooth
eigenvectors and eigenfunctions are needed. Using Eigensystem I
experienced some eigenvector/eigenvalues switchovers (from one
frequency step to the next).
I was wondering whether some sort of MapIndexed or some Sort can do the
trick to switch the eigenvector back. I know that if I can track the
direction of the eigenvalue.eigenvector dot product I might probably
identify the switchover.
</pre>
</blockquote>
<pre wrap=""><!---->
Hi Antonio,
without having looked into all the details of your code (it's not complete
anyway) I believe that your problem is one of identifying corresponding
eigenvectors of two closely related eigenvalue problems: Let A(p) denote a
square matrix whose entries are functions of a parameter p, and let deltap
denote a (small) perturbation of p. Let the two eigenvalue problems be
formulated as
(1) (A(p) - lambda.I) x = 0
and
(2) (A(p+deltap) - lambda.I) x = 0
Now assume that (lambda1_1, x1_1) is an eigenvalue/eigenvector pair of (1)
and that you are interested in finding the corresponding pair (lambda2_1,
x2_1) in the set of solutions {(lambda2_k, x2_k), k=1..n} of the perturbed
equation (2). This can be achieved with the help of the modal assurance
criterion (MAC), defined as
MAC(x1, x2) = abs(x1'.x2)^2/((x1'.x1)*(x2'.x2))
where x' denotes the complex conjugate transpose of x.
The MAC ranges from 0 to 1. The eigenpair of (2) corresponding to
(lambda1_1, x1_1) is the one for which
MAC(x1_1, x2_k)
is closest to 1.
HTH,
Eckhard
</pre>
</blockquote>
<br>
<br>
<pre class="moz-signature" cols="72">--
Profa Maria Cristina Tavares
Faculdade de Engenharia Elétrica e de Computação
UNICAMP / FEEC / DSCE
CP 6101 - CEP 13083-970
tel : (19) 3788 3738
fax : (19) 3289 1395
<a class="moz-txt-link-freetext" href="http://www.dsce.fee.unicamp.br/~cristina";>http://www.dsce.fee.unicamp.br/~cristina</a></pre>
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- References:
- Re: smooth eigenvalues and eigenvectors as a function of frequency
- From: "Eckhard Hennig" <aidev@n-o-s-p-a-m.kaninkolo.de>
- Re: smooth eigenvalues and eigenvectors as a function of frequency