eigvec01.gms : Test eigenvector utility
Eigenvector example.
Contributor: Erwin Kalvelagen, October 2008.
Small Model of Type: GAMS
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$title Test eigenvector utility (EIGVEC01,SEQ=410)
$ontext
Eigenvector example.
Contributor: Erwin Kalvelagen, October 2008.
octave:1> a = [1 2 4 7 11; 2 3 5 8 12; 4 5 6 9 13; 7 8 9 10 14; 11 12 13 14 15]
a =
1 2 4 7 11
2 3 5 8 12
4 5 6 9 13
7 8 9 10 14
11 12 13 14 15
octave:2> eig(a)
ans =
-8.464425
-1.116317
-0.512109
-0.027481
45.120332
octave:3> [e1,e2] = eig(a)
e1 =
0.5550905 -0.2642556 0.2892854 0.6748602 0.2879604
0.4820641 -0.2581518 0.2196341 -0.7349311 0.3355726
0.2865066 0.2159261 -0.8437897 0.0411896 0.3970041
-0.0992784 0.7711236 0.3943678 0.0055409 0.4898525
-0.6062562 -0.4714561 -0.0238286 0.0520829 0.6378888
e2 =
-8.46442 0.00000 0.00000 0.00000 0.00000
0.00000 -1.11632 0.00000 0.00000 0.00000
0.00000 0.00000 -0.51211 0.00000 0.00000
0.00000 0.00000 0.00000 -0.02748 0.00000
0.00000 0.00000 0.00000 0.00000 45.12033
$offtext
set i /i1*i5/;
alias (i,j);
table a(i,j)
i1 i2 i3 i4 i5
i1 1 2 4 7 11
i2 2 3 5 8 12
i3 4 5 6 9 13
i4 7 8 9 10 14
i5 11 12 13 14 15
;
scalar rc;
parameter eval(i) 'eigenvalues';
parameter evec(i,j) 'eigenvectors';
execute_unload 'mat.gdx',i,a;
execute 'eigenvector mat.gdx i a ev.gdx eval evec > eigenvector.log';
rc=errorlevel;
abort$(rc > 0) 'Nonzero return code from eigenvector', rc;
execute_load 'ev.gdx',eval, evec;
rc=errorlevel;
abort$(rc > 0) 'Error loading eigenvalues/vectors from ev.gdx', rc;
display a, eval, evec;
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