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Eigh eigenvectors are inverted

Aperta
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Valutazione

Difficoltà
4/5
Tempo stimato
3-5 giorni
Idoneità per principianti
35/100
Tipo di issue
Bug
Chiarezza
Abbastanza chiara
Stato di attività
Ferma
Stack tecnologico
rust
Ambito
data

Direzione di ricerca

Start by running the MWE from main.rs with the dependencies in Cargo.toml and compare the results for UPLO::Lower and UPLO::Upper. Trace the eigh entry point and its LAPACK argument handling; done means A @ eigenvectors matches eigenvectors @ eigenvalues without reversing rows and the reported UPLO behavior is consistent.

Scritto dal modello di indicizzazione a partire dal testo della issue.

Descrizione

Related: #307

MWE:

Cargo.toml:

[package]
name = "EighBug"
version = "0.1.0"
edition = "2021"

# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html

[dependencies]
# ndarray
ndarray = "0.15.6"
# ndarray_linalg
ndarray-linalg = { version = "0.16.0", features = ["openblas-static"] }
# num
num = "0.4.1"
# rustfmt
rustfmt = "0.10.0"

main.rs:

use ndarray::*;
use ndarray_linalg::*;
use num::complex::Complex64;

fn main() {
    let A = arr2(&[
        [
            Complex64::new(3., 0.),
            Complex64::new(2., 2.),
            Complex64::new(2., 2.),
        ],
        [
            Complex64::new(2., -2.),
            Complex64::new(3., 0.),
            Complex64::new(2., 2.),
        ],
        [
            Complex64::new(2., -2.),
            Complex64::new(2., -2.),
            Complex64::new(3., 0.),
        ],
    ]);

    println!("A = \n{}", A);

    let (eigenvalues, eigenvectors) = A.eigh(UPLO::Lower).unwrap();

    println!(
        "eigenvalues = \n{}",
        eigenvalues.mapv(|x| format!("{:.3}", x))
    );

    println!(
        "eigenvectors = \n{}",
        eigenvectors.mapv(|x| format!("{:.3}", x))
    );

    println!(
        "A @ eigenvectors = \n{}",
        A.dot(&eigenvectors).mapv(|x| format!("{:.3}", x))
    );

    println!(
        "eigenvectors @ eigenvalues = \n{}",
        eigenvectors
            .dot(&Array2::from_diag(
                &eigenvalues.mapv(|x| Complex64::from(x))
            ))
            .mapv(|x| format!("{:.3}", x))
    );

    println!("==============================");
    println!("WITH REVERSED ROWS");

    let eigenvectors = eigenvectors.slice(s![..;-1, ..]).to_owned();
    println!(
        "eigenvectors = \n{}",
        eigenvectors.mapv(|x| format!("{:.3}", x))
    );

    println!(
        "A @ eigenvectors = \n{}",
        A.dot(&eigenvectors).mapv(|x| format!("{:.3}", x))
    );

    println!(
        "eigenvectors @ eigenvalues = \n{}",
        eigenvectors
            .dot(&Array2::from_diag(
                &eigenvalues.mapv(|x| Complex64::from(x))
            ))
            .mapv(|x| format!("{:.3}", x))
    );
}

Output

A = 
[[3+0i, 2+2i, 2+2i],
 [2-2i, 3+0i, 2+2i],
 [2-2i, 2-2i, 3+0i]]
eigenvalues = 
[-1.000, 1.536, 8.464]
eigenvectors = 
[[-0.577+0.000i, -0.577+0.000i, -0.577+0.000i],
 [-0.000+0.577i, 0.500-0.289i, -0.500-0.289i],
 [0.577-0.000i, -0.289+0.500i, -0.289-0.500i]]
A @ eigenvectors = 
[[-1.732+2.309i, -1.732+0.845i, -1.732-3.155i],
 [0.000+4.041i, -1.232+0.711i, -2.232-1.289i],
 [1.732+2.309i, -1.598+1.077i, -3.598+0.077i]]
eigenvectors @ eigenvalues = 
[[0.577+0.000i, -0.887+0.000i, -4.887+0.000i],
 [0.000-0.577i, 0.768-0.443i, -4.232-2.443i],
 [-0.577+0.000i, -0.443+0.768i, -2.443-4.232i]]
==============================
WITH REVERSED ROWS
eigenvectors = 
[[0.577-0.000i, -0.289+0.500i, -0.289-0.500i],
 [-0.000+0.577i, 0.500-0.289i, -0.500-0.289i],
 [-0.577+0.000i, -0.577+0.000i, -0.577+0.000i]]
A @ eigenvectors = 
[[-0.577+0.000i, -0.443+0.768i, -2.443-4.232i],
 [0.000-0.577i, 0.768-0.443i, -4.232-2.443i],
 [0.577+0.000i, -0.887-0.000i, -4.887+0.000i]]
eigenvectors @ eigenvalues = 
[[-0.577+0.000i, -0.443+0.768i, -2.443-4.232i],
 [0.000-0.577i, 0.768-0.443i, -4.232-2.443i],
 [0.577+0.000i, -0.887+0.000i, -4.887+0.000i]]

Expected output

A @ eigenvectors should equal eigenvectors @ eigenvalues without needing to invert the row ordering.


This could very likely be a misunderstanding on my end. But it may be related to the reversal of UPLO::Upper and UPLO::Lower. For example, for the array:

A = [[3+0i, 2+2i, 2+2i],
     [   0, 3+0i, 2+2i],
     [   0,    0, 3+0i]]

eigh(UPLO::upper) returns [3, 3, 3] for the eigenvalues, which is the expected result for eigh(UPLO::lower).

Lingua principale
Rust
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