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Re: eignenvalue for nonsymmetric matrix


From: Przemek Klosowski
Subject: Re: eignenvalue for nonsymmetric matrix
Date: Thu, 7 Apr 2005 12:27:38 -0400 (EDT)

   a non-symmetric full matrix. Octave gives me the following error:
   error: dgeev failed to converge. The sample problem is below.

   octave:1> stiff = [1,2,3,4;5,6,7,8;9,10,11,12;13,14,15,16]
   ...
   octave:2> eig(stiff)
   error: dgeev failed to converge

that is because the matrix you have picked up is degenerate, i.e.
its rows are linearly dependent. In fact, it has only two independent
rows, as you can see by executing rank(stiff). The eig() function only
works for non-degenerate matrices; for degenerate ones you should
use svd(). See http://www.cis.rit.edu/~ejipci/Reports/svd.pdf for
details.



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