I am trying to find the eigenvectors of matrix A using QR method. I found the eigenvalues and eigenvector which corresponds to the largest eigenvalue. How do I find the rest of the eigenvectors without using numpy.linalg.eig?
import numpy as np
A = np.array([
[1, 0.3],
[0.45, 1.2]
])
def eig_evec_decomp(A, max_iter=100):
A_k = A
Q_k = np.eye(A.shape[1])
for k in range(max_iter):
Q, R = np.linalg.qr(A_k)
Q_k = Q_k.dot(Q)
A_k = R.dot(Q)
eigenvalues = np.diag(A_k)
eigenvectors = Q_k
return eigenvalues, eigenvectors
evals, evecs = eig_evec_decomp(A)
print(evals)
# array([1.48078866, 0.71921134])
print(evecs)
# array([[ 0.52937334, -0.84838898],
# [ 0.84838898, 0.52937334]])
Next I check the condition:
Ax=wx
Where:
A - Original matrix;
x - eigenvector;
w - eigenvalue.
Check the conditions:
print(np.allclose(A.dot(evecs[:,0]), evals[0] * evecs[:,0]))
# True
print(np.allclose(A.dot(evecs[:,1]), evals[1] * evecs[:,1]))
# False
There is no promise in the algorithm that Q_k will have the eigenvectors as columns. It is even rather rare that there will be an orthogonal eigenbasis. This is so special that this case has a name, these are the normal matrices, characterized in that they commute with their transpose.
In general, the A_k you converge to will still be upper triangular with non-trivial content above the diagonal. Check by computing Q_k.T @ A @ Q_k. What is known from the structure is that the ith eigenvector is a linear combination of the first k columns of Q_k. This could simplify solving the eigen-vector equation somewhat. Or directly determine the eigenvectors of the converged A_k and transform back with Q_k.