Lets see what does Python calculate:
Scipy
from scipy import *
from scipy.linalg import *
A=matrix([ [-5,-5,-9],[8,9,18],[-2,-3,-7] ])
print eigvals(A)
# [-0.999989 +1.90461984e-05j -0.999989 -1.90461984e-05j
# -1.00002199 +0.00000000e+00j]
A2=matrix([ [-5,-5,-9],[8,9,18],[-2,-3,-7] ])
print eigvals(A2)
# [-1.+0.j -1.00000005+0.j -0.99999995+0.j]
Sympy
from sympy import *
from sympy.matrices import Matrix
x=Symbol('x')
A=Matrix(( [-5,-5,-9],[8,9,18],[-2,-3,-7] ))
print roots(A.charpoly(x),x)
# Returns error!!!
A2=Matrix(( [-1,-3,-9],[0,5,18],[0,-2,-7] ))
print roots(A2.charpoly(x),x)
# Returns error!!!
Based on these to examples it is clearly seen that these two packaged are unreliable, at least as far as calculation of eigenvalues is considered.
For matrices 2x2 it was noticed that the eigenvalues are correctly calculated both for real and complex values.
For comparison lets check what does Matlab returns:
A=[-5,-5,-9;8,9,18;-2,-3,-7]
eig(A)
ans =
-1.0000 + 0.0000i
-1.0000 - 0.0000i
-1.0000
A2=[-5,-5,-9;8,9,18;-2,-3,-7]
eig(A2)
ans =
-1.0000 + 0.0000i
-1.0000 - 0.0000i
-1.0000
So it is seen that Matlab does correctly calculate these eigenvalues.
Even if one manually calculates characteristic polynomial and would like to gets roots of it, I would recommend neither Scipy or Sympy. As an example I calculate roots of the previously obtained characteristic polynomial for matrices A and A2:
import scipy as sc
p=sc.poly1d([-1,-3,-3,-1])
print p= sc.roots(p)
# [-1.0000086 +0.00000000e+00j -0.9999957 +7.44736442e-06j
# -0.9999957 -7.44736442e-06j]
import sympy as sy
x=sy.Symbol('x')
print sy.solve(-x**3-3*x**2-3*x-1==0,x)
#[-1]
As can be seen calculation of roots of polynomials is also not good. In the second case there is one root (-1) instead of three (-1,-1,-1).
For comparison lets check Matlab (or Octave 3):
p=[-1,-3,-3,-1]
roots(p)
ans =
-1.0000
-1.0000 + 0.0000i
-1.0000 - 0.0000i
Based on these results it is seen that its better to use Matlab for calculation of eignevalues.
References:
[1] S.I. Grossman, Multivariable calculus, linear algebra and differential equation, Second edition, 1986
has probado esto??
ReplyDeletefrom sympy import *
from sympy.matrices import Matrix
x=Symbol('x')
A=Matrix(( [-5,-5,-9],[8,9,18],[-2,-3,-7] ))
A=A - x*A*A.inv()
g=det(A)
roots(g,x)
me equivoque...se escribia A.det() XD
ReplyDeleteSorry but I do not understand your conclusions. From the results you show, it is clear that Matlab limits its output to the fourth digit after the comma (1.000), while Python prints more digits. If in the first example (SciPy) you limit the printout to 4 digits as Matlab:
ReplyDelete["%.4f" % x for x in eigvals(A)]
you will get
ans = ['-1.0000', '-1.0000', '-1.0000']
which is exactly the same output as Matlab.
By the way, I ran Gnu R and a C program written using the GSL, and they all returned more or less the same values as SciPy (i.e. eigenvalues which differ from 1.0 for roughly 1e-5 and have an imaginary part which is of the same magnitude). So to me there is no clear evidence that SciPy is so bad.
Indeed, in Matlab:
Delete>> format long
>> A=[-5,-5,-9;8,9,18;-2,-3,-7];
>> eig(A)
ans =
-0.999990315867095 + 0.000016774094561i
-0.999990315867095 - 0.000016774094561i
-1.000019368265816
>> A2=[-1,-3,-9;0,5,18;0,-2,-7];
>> eig(A2)
ans =
-1.000000000000000
-1.000000064523922
-0.999999935476080
For sympy version 0.6.7 I get:
ReplyDelete>>> A=Matrix([ [-5,-5,-9],[8,9,18],[-2,-3,-7] ])
>>> p = A.charpoly(x)
>>> print roots(p,x)
{-1: 3}
i.e. three times -1.