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MathGroup Archive 2007

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Eigensystem consistency

  • To: mathgroup at smc.vnet.net
  • Subject: [mg84001] Eigensystem consistency
  • From: Arturas Acus <acus at itpa.lt>
  • Date: Thu, 6 Dec 2007 03:12:36 -0500 (EST)

Dear group,

why these two calculations give different rezults?



In[1]:= N[
 Eigensystem[{{\[Sigma]1^2, \[Rho] \[Sigma]1 \[Sigma]2}, {\[Rho] \
\[Sigma]1 \[Sigma]2, \[Sigma]2^2}} /. {\[Sigma]1 -> 1, \[Sigma]2 -> 
     3, \[Rho] -> 98/100}]]

Out[1]= {{9.96423, 0.0357679}, {{0.32797, 1.}, {-3.04906, 1.}}}



and 

In[2]:= Eigensystem[{{\[Sigma]1^2, \[Rho] \[Sigma]1 \[Sigma]2}, {\
\[Rho] \[Sigma]1 \[Sigma]2, \[Sigma]2^2}} /. 
  N[{\[Sigma]1 -> 1, \[Sigma]2 -> 3, \[Rho] -> 98/100}]]

Out[2]= {{9.96423, 
  0.0357679}, {{0.311638, 0.950201}, {0.950201, -0.311638}}}






-- 
Arturas Acus <acus at itpa.lt>


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