Eigenproblem (Jacobi) multiplicity>1


Denis Davidoff
06-02-2006, 07:15 AM
I have a problem:
for square symmetric matrix with eigenvalues of multiplicity > 1 Jacobi method(11.1) can't find right eagenvectors. At least they don't coincide with one Matlab gave me as a resultl. In other cases everything is ok.
I use the code, written in the book.
Is there any explanation?

Saul Teukolsky
06-02-2006, 09:07 PM
Dear Denis,

When the multiplicity is > 1, the eigenvectors are not unique: any linear combination of eigenvectors is also an eigenvector. You can check the output of jacobi by testing whether Ax = \lambda x to within machine precision.

Saul Teukolsky