[U,V]=eig(A) , AU won't equal UV

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steam086
steam086 2019-11-19
编辑： Bhaskar R 2019-11-19
My understanding with [U,V]=eig(A) is that AU=UV, however, in some cases with matlab, these this is not true.
It works with A=diag([3, 3, 3, 2, 2, 1]), but not with A=magic(4) or A=ones(4)
matlab help.png
Is AU=UV supposed to hold true or will they not equal each other in certain cases?

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Bhaskar R
Bhaskar R 2019-11-19
编辑：Bhaskar R 2019-11-19
In general terms A*U and U*V are equal but in MATLAB it computes with difference in decimal points almost at 15th decimal value as you see
A=magic(4);
[U,V]=eig(A);
format long
>> A*U
-17.000000000000000 -7.366563145999501 -3.366563145999497 -0.000000000000001
-17.000000000000000 3.788854381999832 -0.211145618000169 0.000000000000007
-17.000000000000000 0.211145618000165 -3.788854381999833 0.000000000000004
-17.000000000000000 3.366563145999499 7.366563145999495 0.000000000000006
>> U*V
-17.000000000000000 -7.366563145999498 -3.366563145999494 0.000000000000000
-16.999999999999993 3.788854381999834 -0.211145618000169 0.000000000000001
-17.000000000000004 0.211145618000170 -3.788854381999831 -0.000000000000001
-16.999999999999996 3.366563145999493 7.366563145999494 -0.000000000000000
as you can see that there is a difference at 15th decimal point thats why your if condition is failing each time
And one more thing you can't use A*U == U*V in if condition cause it produces matrix instead of a logical condition, use as isequal(A*U, U*V).

更多回答（1 个）

Erivelton Gualter
Erivelton Gualter 2019-11-19
It is not a bug.
It depends of the floating point numbers. If you type the following, you will observe that the floating point is equivalent to 2.2204e-16:
eps
Now, try the following:
A*U - U*V
It is almost zero. Maybe aroung 10^-15 for your case.
There is a better explanation about this matter. But for sure, I know you do not need to worry about the eig function contains a bug or not.

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