Assume that we have a real square matrix $A$ and we know its eigenvalues.
Let's assume that matrix $A$ is
A = [0.018142, 0.968856, 0.151740, 0.757174,
0.017829, 0.474323, 0.358832, 0.970854,
0.184523, 0.063063, 0.680511, 0.191901,
0.806877, 0.830208, 0.977169, 0.222291];
And the eigenvalues are
eigs = [1.87922 + 0.00000i
-0.45009 + 0.11680i
-0.45009 - 0.11680i
0.41623 + 0.00000i]
First of all, I know the eigenvectors. But how can I find them with SVD or another method?
I know that eigenvectors can be found by finding the null space of
$$N(A - \lambda_i I) = W_i$$ Where $\lambda_i$ is the $i:th $ eigenvalue.
Do you have any suggestion? I tried to use SVD without any success.
A = [0.018142, 0.968856, 0.151740, 0.757174,
0.017829, 0.474323, 0.358832, 0.970854,
0.184523, 0.063063, 0.680511, 0.191901,
0.806877, 0.830208, 0.977169, 0.222291];
t = eig(A)
eigenvalue = real(t(2))
B = A - eigenvalue*eye(4);
[u, s, v] = svd(B);
v
[W, ~] = eig(A)
I did a test as Robert Israel said.
A = [0.018142, 0.968856, 0.151740, 0.757174,
0.017829, 0.474323, 0.358832, 0.970854,
0.184523, 0.063063, 0.680511, 0.191901,
0.806877, 0.830208, 0.977169, 0.222291];
t = eig(A)
eigenvalue = t(2) % Complex
B = (A - eigenvalue*eye(4))*(A - eigenvalue*eye(4));
[u, s, v] = svd(B);
v % This is V^T
s
[W, ~] = eig(A)
Output:
t =
1.87922 + 0.00000i
-0.45009 + 0.11680i
-0.45009 - 0.11680i
0.41623 + 0.00000i
eigenvalue = -0.45009 + 0.11680i
v =
-0.28716 - 0.00000i -0.04672 - 0.00000i 0.89589 - 0.00000i 0.33575 + 0.00000i
-0.56631 + 0.00284i 0.34482 + 0.33887i 0.03732 - 0.12258i -0.53597 + 0.37665i
-0.55413 + 0.01685i -0.58743 - 0.55128i -0.16543 - 0.03894i -0.11425 + 0.04162i
-0.53799 + 0.00597i 0.25403 + 0.22487i -0.34698 + 0.17797i 0.50108 - 0.43850i
s =
Diagonal Matrix
6.0213e+00 0 0 0
0 9.8366e-01 0 0
0 0 1.2468e-01 0
0 0 0 8.0735e-17
W =
-0.53992 + 0.00000i 0.25267 + 0.22111i 0.25267 - 0.22111i 0.66764 + 0.00000i
-0.50351 + 0.00000i -0.65138 - 0.06952i -0.65138 + 0.06952i 0.20360 + 0.00000i
-0.21211 + 0.00000i -0.11338 - 0.04392i -0.11338 + 0.04392i -0.67929 + 0.00000i
-0.64030 + 0.00000i 0.66585 + 0.00000i 0.66585 - 0.00000i 0.22663 + 0.00000i
No signs of eigenvalues in last column of $V^T$
The null space of $A - \lambda I$ is the null space of $B(\lambda) = (A - \lambda I)^*(A - \lambda I)$. If you take the svd of $B(\lambda)$: $B(\lambda) = U \Sigma V^T$, a basis for the null space of $A -\lambda$ consists of columns of $V^T$ for the singular value $0$.