Inconsistent EigenVectors on running same problem multiple times
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Hi All,
In my FEM code, I run EIG or EIGS command for getting eigenvalues and eigenvectors. Strangely, it is returning different eigenvectors that are inconsistent each time for the same code and same inputs.
Any help will be appreciated.
Best regards,
回答（1 个）
Walter Roberson
2016-1-9
0 个投票
If I recall, a few weeks ago someone mentioned that there is a random initialization going on (might have been by at the qr level.) Try setting the random seed, trying, setting it again, see if you get the same results.
9 个评论
Rehan Rehan
2016-1-9
John D'Errico
2016-1-9
eigs (and svds) use a random start by default. Qr does not need any randomness.
Rehan Rehan
2016-1-9
Rehan Rehan
2016-1-9
编辑：Rehan Rehan
2016-1-9
Walter Roberson
2016-1-9
If your K is large and sparse then QR is not an appropriate approach.
To test the effect of randomness on eigs, use
rng(12345);
[A1,B1] = eigs(KM,20,'sm');
rng(12345);
[A2,B2] = eigs(KM,20,'sm');
and see if the two outcomes are equal.
Eigenvectors are not expected to be unique, so there is no "right" eigenvector; they are just expected to be linearly independent. See http://math.stackexchange.com/questions/235396/eigenvalues-are-unique
My memory is that eigs() initializes randomly and then iterates looking for convergence. Convergence will reach the same values (to within roundoff problems), but it might do so along different paths depending on the random initialization, so the eigenvectors might differ.
Rehan Rehan
2016-1-11
Guillaume
2016-1-11
No, as has been said, you can fix the seed of RNG to the same number before each time you call eigs, so that the 'random' number it uses is always the same and thus, always returns the same result.
As per Walter's later comment:
rng(12345); %use any seed you want
[A1,B1] = eigs(KM,20,'sm');
rng(12345); %as long as it's always the same
[A2,B2] = eigs(KM,20,'sm');
Steven Lord
2016-1-11
Or set the v0 option in your EIGS call to fix the starting vector. By default, it is randomly generated.
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