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Fwd: Help with minimization of Eigenvalues

  • To: mathgroup at smc.vnet.net
  • Subject: [mg87801] Fwd: Help with minimization of Eigenvalues
  • From: "Jean-Marc Gulliet" <jeanmarc.gulliet at gmail.com>
  • Date: Thu, 17 Apr 2008 06:57:59 -0400 (EDT)
  • References: <fu4ll6$sfq$1@smc.vnet.net> <480602EA.8010102@gmail.com>

On Wed, Apr 16, 2008 at 5:43 PM, Dario Bressanini
 <dario.bressanini at gmail.com> wrote:
 >
 >
 >  Thank you very much for your help
 >
 >
 >
 >
 > Eig[p_, q_] := Eigenvalues[N@{m, s} /. a -> p /. b -> q] // First
 >  Eig[1, 2]
 >
 >  Yes, I have tried that before writing to the newsgroup. This seems to work,
 > however when I call
 >
 >
 >  I still get the same error
 >
 >
 >  Eigenvalues::gfargs:
 >     Generalized Eigenvalues
 >       arguments accept only matrices with machine real
 >        and complex elements. Moreâ?¦
 >
 >
 >
 >
 > Moreover, though I am not sure to have fully understood what you tried to
 > achieved, you might be interested in using the function
 > CharacteristicPolynomial[] to compute the eigenvalues in a symbolic form and
 > use these results to solve or minimize them.
 >
 >  I am trying to optimize the parameters of a matrix in order to minimize the
 > second (or n-th ) eigenvalue.
 >  The matrices in general are  of much higher order, say 6x6 or 10x10, and
 > the eigenvalues cannot in g eneral be computed in symbolic form
 > unfortunately.

 Hi Dario,

 The following definitions make certain that the parameters a and b are
 passed systematically to both matrices m and s. Indeed, the matrices m
 and s are defined as functions of a and b, and we force Mathematica to
 express them in machine-size arithmetic.

 Also, the function Eig[] is defined to ensure that it will be called
 only if both arguments are numeric. This is required, actually, to
 guarantee a correct behavior with FindNimimum[].


 Clear[Eig, m, s]

 m[a_, b_] := N[{{a, b}, {b, -a + 1}}]
 s[a_, b_] := N[{{1, 0}, {0, 3*a}}]

 Eig[(a_)?NumericQ, (b_)?NumericQ] :=
  First[Eigenvalues[{m[a, b], s[a, b]}]]

 Eig[1, 2]

 FindMinimum[Eig[a, b], {a, 1, 2}, {b, 1, 2}]

 1.75831

 {0.434259, {a -> 0.434259, b -> 2.14762*10^-10}}

 Hope this helps,
 -- Jean-Marc



-- 
Jean-Marc


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