On 2014-10-27 10:37:58, Sunghwan Choi <sunghwanchoi91@gmail.com> wrote:
I am now diagonalizing a 200-by-200 symmetric matrix. But the two methods, scipy.linalg.eigh and numpy.linalg.eigh give significantly different result. The results from two methods are different within 10^-4 order. One of them is inaccurate or both two of them are inaccurate within that range. Which one is more accurate? or Are there any ways to control the accuracy for diagonalization? If you have some idea please let me know.
My first (naive) attempt would be to set up a matrix, M, in sympy and then use M.diagonalize() to find the symbolic expression of the solution. You can then do the same numerically to see which method yields a result closest to the desired answer. Stéfan