Eigenvalue problems (eigs, eigsh) in SciPy - Practice Problems & Coding Challenges

Challenge - 5 Problems

❓ Predict Output

intermediate

Output of scipy.sparse.linalg.eigs on a symmetric matrix

What is the output of the following code snippet? It computes eigenvalues and eigenvectors of a symmetric matrix using eigs.

SciPy

import numpy as np
from scipy.sparse.linalg import eigs

A = np.array([[2, 1], [1, 2]])
vals, vecs = eigs(A, k=1, which='LM')
print(np.round(vals.real, 3))

A [0.0]

B [3.0]

C [2.0]

D [1.0]

💡 Hint

The matrix is symmetric with eigenvalues 3 and 1. 'which=LM' returns the largest magnitude eigenvalue.

The matrix [[2,1],[1,2]] has eigenvalues 3 and 1. Using eigs with k=1 and which='LM' returns the largest eigenvalue, which is 3.

❓ data_output

intermediate

Number of eigenvalues returned by eigsh

Given a 5x5 sparse symmetric matrix, how many eigenvalues and eigenvectors will eigsh return when called with k=3?

SciPy

import numpy as np
from scipy.sparse.linalg import eigsh

A = np.diag(np.arange(1,6))
vals, vecs = eigsh(A, k=3)
print(len(vals), vecs.shape)

A 3 (5, 3)

B 5 (5, 5)

C 3 (3, 3)

D 5 (3, 5)

💡 Hint

The parameter k controls how many eigenvalues and eigenvectors are returned.

eigsh returns k eigenvalues and eigenvectors. For a 5x5 matrix with k=3, vals has length 3 and vecs shape is (5,3).

🔧 Debug

advanced

Error raised by eigs with k too large

What error does the following code raise? It tries to compute 5 eigenvalues of a 4x4 matrix using eigs.

SciPy

import numpy as np
from scipy.sparse.linalg import eigs

A = np.eye(4)
vals, vecs = eigs(A, k=5)

A TypeError: invalid argument type

B No error, returns 5 eigenvalues

C RuntimeWarning: convergence not achieved

D ValueError: k must be smaller than N

💡 Hint

k must be less than the size of the matrix.

eigs requires k < N where N is matrix size. Here k=5 and N=4, so ValueError is raised.

🧠 Conceptual

advanced

Difference between eigs and eigsh

Which statement correctly describes the difference between eigs and eigsh in scipy?

A <code>eigsh</code> is for symmetric or Hermitian matrices and is more efficient; <code>eigs</code> works for general matrices.

B <code>eigs</code> only works for symmetric matrices; <code>eigsh</code> works for any matrix.

C <code>eigs</code> uses dense matrix methods; <code>eigsh</code> uses sparse matrix methods.

D <code>eigsh</code> returns all eigenvalues; <code>eigs</code> returns only the largest eigenvalue.

💡 Hint

Think about matrix symmetry and algorithm optimization.

eigsh is optimized for symmetric or Hermitian matrices and is faster and more accurate for them. eigs works for any square matrix.

🚀 Application

expert

Identifying dominant eigenvalue with eigs

You have a large sparse matrix representing a network. You want to find the dominant eigenvalue (largest magnitude) and its eigenvector using eigs. Which code snippet correctly achieves this?

A vals, vecs = eigs(A, k=1, which='LR')

B vals, vecs = eigs(A, k=1, which='SM')

C vals, vecs = eigs(A, k=1, which='LM')

D vals, vecs = eigs(A, k=1, which='SR')

💡 Hint

'LM' means largest magnitude eigenvalue.

'LM' option in eigs returns eigenvalues with largest magnitude, which is the dominant eigenvalue.

Practice

1. What is the main difference between scipy.sparse.linalg.eigs and scipy.sparse.linalg.eigsh?

easy

A. eigs returns eigenvectors only, while eigsh returns eigenvalues only.

B. eigs works for any square matrix, while eigsh is optimized for symmetric or Hermitian matrices.

C. eigsh works for any square matrix, while eigs only works for diagonal matrices.

D. eigsh is used for non-square matrices, while eigs is for square matrices.

Solution

1. Step 1: Understand the function purposes

   eigs is designed to find eigenvalues and eigenvectors of any square matrix, including non-symmetric ones. eigsh is a specialized version optimized for symmetric or Hermitian matrices, which are common in many applications.

2. Step 2: Compare matrix types each function supports

   eigsh takes advantage of symmetry to be faster and more accurate, but it requires the matrix to be symmetric. eigs has no such restriction but may be slower.

3. Final Answer:

   eigs works for any square matrix, while eigsh is optimized for symmetric or Hermitian matrices. -> Option B

4. Quick Check:

   Function specialization = C [OK]

Hint: Remember: eigsh = symmetric only, eigs = any square matrix [OK]

Common Mistakes:

• Thinking eigsh works for any matrix
• Confusing eigs and eigsh outputs
• Assuming eigsh works for non-square matrices

2. Which of the following is the correct way to import and use eigsh from scipy.sparse.linalg to compute 3 eigenvalues of a symmetric matrix A?

easy

A. from scipy.sparse.linalg import eigsh

vals, vecs = eigsh(A, k=3)

B. import scipy.linalg as la

vals, vecs = la.eigsh(A, 3)

C. from scipy.linalg import eigsh

vals, vecs = eigsh(A, 3)

D. from scipy.sparse.linalg import eigs

vals, vecs = eigs(A, k=3)

Solution

1. Step 1: Check the correct import statement

   eigsh is in scipy.sparse.linalg, so the import must be from there, not scipy.linalg.

2. Step 2: Verify function call syntax

   The function call requires the matrix A and the number of eigenvalues k=3. from scipy.sparse.linalg import eigsh vals, vecs = eigsh(A, k=3) uses correct syntax and import.

3. Final Answer:

   from scipy.sparse.linalg import eigsh vals, vecs = eigsh(A, k=3) -> Option A

4. Quick Check:

   Correct import and call = D [OK]

Hint: Import eigsh from scipy.sparse.linalg and use k=number [OK]

Common Mistakes:

• Importing eigsh from scipy.linalg instead of scipy.sparse.linalg
• Using eigs instead of eigsh for symmetric matrices
• Passing number without keyword k

3. Given the code below, what will be the output of print(vals)?

import numpy as np
from scipy.sparse.linalg import eigsh

A = np.array([[2, 1], [1, 2]])
vals, vecs = eigsh(A, k=1, which='LM')
print(np.round(vals, 2))

medium

A. [2.00]

B. [1.00]

C. [3.00]

D. [0.00]

Solution

1. Step 1: Understand the matrix and eigenvalues

   Matrix A is symmetric with values [[2,1],[1,2]]. Its eigenvalues are 3 and 1.

2. Step 2: Check the function call parameters

   eigsh is called with k=1 and which='LM' meaning largest magnitude eigenvalue. So it returns the largest eigenvalue, which is 3.

3. Final Answer:

   [3.00] -> Option C

4. Quick Check:

   Largest eigenvalue = 3.00 [OK]

Hint: which='LM' returns largest eigenvalue [OK]

Common Mistakes:

• Confusing largest eigenvalue with smallest
• Not rounding output
• Using eigs instead of eigsh for symmetric matrix

4. The following code raises an error. What is the most likely cause?

import numpy as np
from scipy.sparse.linalg import eigsh

A = np.array([[1, 2], [3, 4]])
vals, vecs = eigsh(A, k=1)

medium

A. The import statement is incorrect.

B. The value of k is too large for the matrix size.

C. eigsh requires the matrix to be sparse, but A is dense.

D. Matrix A is not symmetric, so eigsh cannot be used.

Solution

1. Step 1: Check matrix properties

   Matrix A = [[1,2],[3,4]] is not symmetric because A[0,1] != A[1,0].

2. Step 2: Understand eigsh requirements

   eigsh requires the matrix to be symmetric or Hermitian. Using it on a non-symmetric matrix causes an error.

3. Final Answer:

   Matrix A is not symmetric, so eigsh cannot be used. -> Option D

4. Quick Check:

   Symmetry required for eigsh = A [OK]

Hint: Check matrix symmetry before using eigsh [OK]

Common Mistakes:

• Assuming eigsh works on any matrix
• Thinking k=1 is too large for 2x2 matrix
• Believing eigsh only works on sparse matrices

5. You have a large symmetric matrix representing connections in a social network. You want to find the 5 smallest eigenvalues to analyze community structure. Which approach is best?

hard

A. Use eigsh with k=5 and which='SM' to get the smallest eigenvalues efficiently.

B. Use eigs with k=5 and which='LM' to get the largest eigenvalues.

C. Convert the matrix to dense and use numpy.linalg.eig to get all eigenvalues.

D. Use eigsh with k=5 and which='LM' to get the largest eigenvalues.

Solution

1. Step 1: Identify matrix type and goal

   The matrix is large and symmetric, and we want the 5 smallest eigenvalues to study community structure.

2. Step 2: Choose appropriate function and parameters

   eigsh is optimized for symmetric matrices. Using k=5 and which='SM' returns the smallest magnitude eigenvalues efficiently without computing all eigenvalues.

3. Step 3: Evaluate other options

   eigs is less efficient for symmetric matrices. Converting to dense is costly for large matrices. Getting largest eigenvalues is not the goal.

4. Final Answer:

   Use eigsh with k=5 and which='SM' to get the smallest eigenvalues efficiently. -> Option A

5. Quick Check:

   Symmetric + smallest eigenvalues = eigsh + which='SM' [OK]

Hint: For smallest eigenvalues of symmetric matrix, use eigsh with which='SM' [OK]

Common Mistakes:

• Using eigs instead of eigsh for symmetric matrix
• Requesting largest eigenvalues instead of smallest
• Converting large sparse matrix to dense unnecessarily