Page 1 of 1

Gams and eigenvectors

Posted: Tue Feb 05, 2019 12:24 pm
by Luca
Dear all,

I am using the tool eigenvector.exe to compute the eigenvector of a matrix.
Gams return a matrix with the eigenvectors. Just one question: the eigenvector are the row or the column of that matrix?

Thanks very much. Best regards,

Re: Gams and eigenvectors

Posted: Wed Feb 06, 2019 2:40 pm
by Renger
Hi Luca

The definition of an eigenvector is Ax = lx, where A is the matrix for which you want to know the eigenvectors and eigenvalues. So it makes sense to have the eigenvectors in the columns. evec gives you all the eigenvectors as columns.

You can check it out yourself by using the example from eigenvalue and multiplying the original matrix with the matrix evec and It is a nice exercise for doing some matrix multiplication. If you have problems doing this, I could send you the code.

Re: Gams and eigenvectors

Posted: Thu Feb 07, 2019 9:13 am
by Luca
thanks very much. I will do the exercise