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twofiveone
twofiveone
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Let A be a set of similar (symmetric) matrices, sharing the same eigenvalues. I understand that their eigenvectors would be different. Let us focus on one eigenvector (e.g. corresponding to the lowest eigenvalue).

How canCan we find the basis on whichmatrix with the eigenvector is most compact eigenvector, without diagonalizing all of them? What I mean is that the eigenvector elements, if sorted in decreasing order based on their absolute values, decay fastest. An ideal situation would be to have the eigenvector [1, 0, ..., 0].

Thanks in advance!

Edit: replaced PSD with symmetric to make the question more general. Edit: made the question clearer. Sorry for any confusion.

Let A be a set of similar (symmetric) matrices, sharing the same eigenvalues. I understand that their eigenvectors would be different. Let us focus on one eigenvector (e.g. corresponding to the lowest eigenvalue).

How can we find the basis on which the eigenvector is most compact? What I mean is that the eigenvector elements, if sorted in decreasing order based on their absolute values, decay fastest.

Thanks in advance!

Edit: replaced PSD with symmetric to make the question more general.

Let A be a set of similar (symmetric) matrices, sharing the same eigenvalues. I understand that their eigenvectors would be different. Let us focus on one eigenvector (e.g. corresponding to the lowest eigenvalue).

Can we find the matrix with the most compact eigenvector, without diagonalizing all of them? What I mean is that the eigenvector elements, if sorted in decreasing order based on their absolute values, decay fastest. An ideal situation would be to have the eigenvector [1, 0, ..., 0].

Thanks in advance!

Edit: replaced PSD with symmetric to make the question more general. Edit: made the question clearer. Sorry for any confusion.

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twofiveone
twofiveone
  • 47
  • 3

Let A be a set of similar (PSDsymmetric) matrices, sharing the same eigenvalues. I understand that their eigenvectors would be different. Let us focus on one eigenvector (e.g. corresponding to the lowest eigenvalue).

How can we find the basis on which the eigenvector is most compact? What I mean is that the eigenvector elements, if sorted in decreasing order based on their absolute values, decay fastest.

Thanks in advance!

Edit: replaced PSD with symmetric to make the question more general.

Let A be a set of similar (PSD) matrices, sharing the same eigenvalues. I understand that their eigenvectors would be different. Let us focus on one eigenvector (e.g. corresponding to the lowest eigenvalue).

How can we find the basis on which the eigenvector is most compact? What I mean is that the eigenvector elements, if sorted in decreasing order based on their absolute values, decay fastest.

Thanks in advance!

Let A be a set of similar (symmetric) matrices, sharing the same eigenvalues. I understand that their eigenvectors would be different. Let us focus on one eigenvector (e.g. corresponding to the lowest eigenvalue).

How can we find the basis on which the eigenvector is most compact? What I mean is that the eigenvector elements, if sorted in decreasing order based on their absolute values, decay fastest.

Thanks in advance!

Edit: replaced PSD with symmetric to make the question more general.

Source Link
twofiveone
twofiveone
  • 47
  • 3

Fast decay of eigenvector elements

Let A be a set of similar (PSD) matrices, sharing the same eigenvalues. I understand that their eigenvectors would be different. Let us focus on one eigenvector (e.g. corresponding to the lowest eigenvalue).

How can we find the basis on which the eigenvector is most compact? What I mean is that the eigenvector elements, if sorted in decreasing order based on their absolute values, decay fastest.

Thanks in advance!