[Lapackpp-devel] Problem With EigenVector Calculation for a 3x3 Matrix

[Satyajit S. <ssa...@gm...>]

Hi All,
      I am trying to calculate the EigenVectors for a 3x3 matrix. However, I
get different results from Matlab and LAPACKPP. I am supposed to use the
Eigen Vector directly for my calculations and hence wanted to know where I
might be going wrong. I am giving a code snippet which I am using for the
calculation.

LaGenMatDouble CoVarianceMatrix(3,3);  // Create a 3x3 Matrix

    LaVectorDouble EIG_VAL(3);
    LaVectorDouble EIG_VAL_IM(3);
    LaVectorDouble EIGVECS;

// Some Code which creates the CoVariance Matrix.

        LaEigSolve(CoVarianceMatrix, EIG_VAL, EIG_VAL_IM, EIGVECS);    // To
solve for the Eigen Vectors and Eigen Values

////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// This comparison belows shows the difference between my results and
Matlab's results
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

LAPACKPP Output:

CoVariance Matrix
242.265 50.7184 13.7922
50.7184 14.1482 20.3449
13.7922 20.3449 279.355

Eigen Values: (From LAPACKPP)
2.32756
244.362
289.079

Eigen Values: (From Matlab)
    2.3275     0         0
         0     244.3618      0
         0         0        289.0789


Eigen Vectors: ( From LAPACKPP)
0.203024  -0.884631  0.419774
-0.97723  -0.156061  0.143755
0.06166  0.439401  0.896172

Eigen Vectors: ( From Matlab)
    0.2030    0.8846    0.4198
   -0.9772    0.1561    0.1438
    0.0617   -0.4394    0.8962



===========================================

CoVariance Matrix
356.18 3.72945 31.3579
3.72945 20.3312 72.4796
31.3579 72.4796 342.337

Eigen Values: (From LAPACKPP)
388.504
325.6
4.74432

Eigen Values: (From Matlab)
    4.7443         0         0
         0  325.5996         0
         0         0  388.5043

Eigen Vectors: (From LAPACK)
0.697496  0.716539  -0.00842256
0.145208  -0.15284  -0.977525
0.701722  -0.680597  0.210652

Eigen Vectors: (From Matlab)
   -0.0084   -0.7165   -0.6975
   -0.9775    0.1528   -0.1452
    0.2107    0.6806   -0.7017

I would really appreciate it if someone can help me out with this as I need
it urgently.
Regards
Satyajit