Positive eigenvector coefficients with matlab
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Hello, I need positive eigenvector coefficients. I am new in Matlab. I've thought to place eig function into fmincon function with the constraint e>=0. However, i couldn't manage it. How can i obtain positive eigenvector coefficients with matlab?
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Kaushik Lakshminarasimhan
2017년 11월 12일
What do you mean by positive eigenvector coefficients? Do you just mean positive coefficients? Can you explain what you're trying to fit?
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Walter Roberson
2017년 11월 12일
Any scalar constant times an eigenvector remains an eigenvector. Therefore if you have an eigenvector that contains all negative values, multiply it by a negative scalar.
If you have an eigenvector that contains a mix of negative and positive values, you need to reject it (for your purpose) and move on to the next eigenvector. You would not do this with fmincon or the like: you would just look through the list of eigenvectors that were output to find one for which the sign() was the same for all of the elements.
Question: do you consider 0 to be positive for this purpose?
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