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jax.scipy.linalg.eigh_tridiagonal

jax.scipy.linalg.eigh_tridiagonal#

jax.scipy.linalg.eigh_tridiagonal(d, e, *, eigvals_only=False, select='a', select_range=None, tol=None)[source]#

Solve the eigenvalue problem for a symmetric real tridiagonal matrix

JAX implementation of scipy.linalg.eigh_tridiagonal().

Parameters:

  • d (jax.typing.ArrayLike) – real-valued array of shape (N,) specifying the diagonal elements.

  • e (jax.typing.ArrayLike) – real-valued array of shape (N - 1,) specifying the off-diagonal elements.

  • eigvals_only (bool) – If True, return only the eigenvalues (default: False). Computation of eigenvectors is not yet implemented, so eigvals_only must be set to True.

  • select (str) –

    specify which eigenvalues to calculate. Supported values are:

    • 'a': all eigenvalues

    • 'i': eigenvalues with indices select_range[0] <= i <= select_range[1]

    JAX does not currently implement select = 'v'.

  • select_range (tuple[float, float] | None) – range of values used when select='i'.

  • tol (float | None) – absolute tolerance to use when solving for the eigenvalues.

Returns:

An array of eigenvalues with shape (N,).

Return type:

Array

See also

jax.scipy.linalg.eigh(): general Hermitian eigenvalue solver

Examples

>>> d = jnp.array([1., 2., 3., 4.])
>>> e = jnp.array([1., 1., 1.])
>>> eigvals = jax.scipy.linalg.eigh_tridiagonal(d, e, eigvals_only=True)
>>> eigvals
Array([0.2547188, 1.8227171, 3.1772828, 4.745281 ], dtype=float32)

For comparison, we can construct the full matrix and compute the same result using eigh():

>>> A = jnp.diag(d) + jnp.diag(e, 1) + jnp.diag(e, -1)
>>> A
Array([[1., 1., 0., 0.],
       [1., 2., 1., 0.],
       [0., 1., 3., 1.],
       [0., 0., 1., 4.]], dtype=float32)
>>> eigvals_full = jax.scipy.linalg.eigh(A, eigvals_only=True)
>>> jnp.allclose(eigvals, eigvals_full)
Array(True, dtype=bool)
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