Reply by Rune Allnor November 14, 20032003-11-14
"Rory" <rory@invalid.com> wrote in message news:<3fb49aa5$0$91694$a32e20b9@news.nntpservers.com>...
> Hi > > For those who care: > > My PASTd is finally working in MATLAB. Just two observations: > > The algorithm seems to get certain random eigenvectors negative, as compared > to those produced by MATLAB's eig function. I don't know if this is a > general property of eigendecomposition (i.e. decompositions may not be > unique and eigenvectors can differ by sign)....?
Off the top of my head, I believe the eigen vectors generally describes a line in N-dimensional hyper space where the eigen vector is found. I can't recall to have seen that the direction plays a part. So if v is an eigen vector, -v should be one as well.
> The eigenvalues need to be scaled by (1-Beta)/Beta. > > I'm not sure if these two properties are mentioned in the original (Yang) > paper on PASTd, since I don't have the paper. Maybe someone knows of an > online copy?
You can get it from ieeexplore.ieee.org. If you are at a university, chances are that you have access from there. If you are in industry, some of your colleagues may have access and can download it for you. Rune
Reply by Rory November 14, 20032003-11-14
Hi

For those who care:

My PASTd is finally working in MATLAB. Just two observations:

The algorithm seems to get certain random eigenvectors negative, as compared
to those produced by MATLAB's eig function. I don't know if this is a
general property of eigendecomposition (i.e. decompositions may not be
unique and eigenvectors can differ by sign)....?

The eigenvalues need to be scaled by (1-Beta)/Beta.

I'm not sure if these two properties are mentioned in the original (Yang)
paper on PASTd, since I don't have the paper. Maybe someone knows of an
online copy?

Rory