bundles / scipy 1.17.1 / scipy / sparse / linalg / _eigen / arpack / arpack / eigs
function
scipy.sparse.linalg._eigen.arpack.arpack:eigs
Signature
def eigs ( A , k = 6 , M = None , sigma = None , which = LM , v0 = None , ncv = None , maxiter = None , tol = 0 , return_eigenvectors = True , Minv = None , OPinv = None , OPpart = None , rng = None ) Summary
Find k eigenvalues and eigenvectors of the square matrix A.
Extended Summary
Solves A @ x[i] = w[i] * x[i], the standard eigenvalue problem for w[i] eigenvalues with corresponding eigenvectors x[i].
If M is specified, solves A @ x[i] = w[i] * M @ x[i], the generalized eigenvalue problem for w[i] eigenvalues with corresponding eigenvectors x[i]
Parameters
A: ndarray, sparse matrix or LinearOperatorAn array, sparse matrix, or LinearOperator representing the operation
A @ x, where A is a real or complex square matrix.k: int, optionalThe number of eigenvalues and eigenvectors desired.
kmust be smaller than N-1. It is not possible to compute all eigenvectors of a matrix.M: ndarray, sparse matrix or LinearOperator, optionalAn array, sparse matrix, or LinearOperator representing the operation M@x for the generalized eigenvalue problem
A @ x = w * M @ x.
M must represent a real symmetric matrix if A is real, and must represent a complex Hermitian matrix if A is complex. For best results, the data type of M should be the same as that of A. Additionally:
If
sigmais None, M is positive definiteIf sigma is specified, M is positive semi-definite
If sigma is None, eigs requires an operator to compute the solution of the linear equation
M @ x = b. This is done internally via a (sparse) LU decomposition for an explicit matrix M, or via an iterative solver for a general linear operator. Alternatively, the user can supply the matrix or operator Minv, which givesx = Minv @ b = M^-1 @ b.sigma: real or complex, optionalFind eigenvalues near sigma using shift-invert mode. This requires an operator to compute the solution of the linear system
[A - sigma * M] @ x = b, where M is the identity matrix if unspecified. This is computed internally via a (sparse) LU decomposition for explicit matrices A & M, or via an iterative solver if either A or M is a general linear operator. Alternatively, the user can supply the matrix or operator OPinv, which givesx = OPinv @ b = [A - sigma * M]^-1 @ b. For a real matrix A, shift-invert can either be done in imaginary mode or real mode, specified by the parameter OPpart ('r' or 'i'). Note that when sigma is specified, the keyword 'which' (below) refers to the shifted eigenvaluesw'[i]where:If A is real and OPpart == 'r' (default),
w'[i] = 1/2 * [1/(w[i]-sigma) + 1/(w[i]-conj(sigma))].If A is real and OPpart == 'i',
w'[i] = 1/2i * [1/(w[i]-sigma) - 1/(w[i]-conj(sigma))].
If A is complex,
w'[i] = 1/(w[i]-sigma).v0: ndarray, optionalStarting vector for iteration. Default: random
ncv: int, optionalThe number of Lanczos vectors generated
ncvmust be greater thank; it is recommended thatncv > 2*k. Default:min(n, max(2*k + 1, 20))which: str, ['LM' | 'SM' | 'LR' | 'SR' | 'LI' | 'SI'], optionalWhich
keigenvectors and eigenvalues to find:'LM'largest magnitude
'SM'smallest magnitude
'LR'largest real part
'SR'smallest real part
'LI'largest imaginary part
'SI'smallest imaginary part
When sigma != None, 'which' refers to the shifted eigenvalues w'[i] (see discussion in 'sigma', above). ARPACK is generally better at finding large values than small values. If small eigenvalues are desired, consider using shift-invert mode for better performance.
maxiter: int, optionalMaximum number of Arnoldi update iterations allowed Default:
n*10tol: float, optionalRelative accuracy for eigenvalues (stopping criterion) The default value of 0 implies machine precision.
return_eigenvectors: bool, optionalReturn eigenvectors (True) in addition to eigenvalues
Minv: ndarray, sparse matrix or LinearOperator, optionalSee notes in M, above.
OPinv: ndarray, sparse matrix or LinearOperator, optionalSee notes in sigma, above.
OPpart: {'r' or 'i'}, optionalSee notes in sigma, above
rng: `numpy.random.Generator`, optionalPseudorandom number generator state. When
rngis None, a new numpy.random.Generator is created using entropy from the operating system. Types other than numpy.random.Generator are passed to numpy.random.default_rng to instantiate aGenerator.
Returns
w: ndarrayArray of k eigenvalues.
v: ndarrayAn array of
keigenvectors.v[:, i]is the eigenvector corresponding to the eigenvalue w[i].
Raises
: ArpackNoConvergenceWhen the requested convergence is not obtained. The currently converged eigenvalues and eigenvectors can be found as
eigenvaluesandeigenvectorsattributes of the exception object.
Notes
This function is a wrapper to the ARPACK [1] SNEUPD, DNEUPD, CNEUPD, ZNEUPD, functions which use the Implicitly Restarted Arnoldi Method to find the eigenvalues and eigenvectors [2].
Examples
Find 6 eigenvectors of the identity matrix:import numpy as np from scipy.sparse.linalg import eigs id = np.eye(13) vals, vecs = eigs(id, k=6)✓
vals
✗vecs.shape
✓See also
Aliases
-
scipy.sparse.linalg.eigs