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Bibliographic Details
Main Author: Damask, Jay
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2402.08139
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author Damask, Jay
author_facet Damask, Jay
contents The algorithm derived in this article, which builds upon the original paper, takes a holistic view of the handedness of an orthonormal eigenvector matrix so as to transfer what would have been labeled as a reflection in the original algorithm into a rotation through a major arc in the new algorithm. In so doing, the angular wrap-around on the interval π that exists in the original is extended to a 2π interval for primary rotations, which in turn provides clean directional statistics. The modified algorithm is detailed in this article and an empirical example is shown. The empirical example is analyzed in the context of random matrix theory, after which two methods are discussed to stabilize eigenvector pointing directions as they evolve in time. The thucyd Python package and source code, reported in the original paper, has been updated to include the new algorithm and is freely available.
format Preprint
id arxiv_https___arxiv_org_abs_2402_08139
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A Consistently Oriented Basis for Eigenanalysis: Improved Directional Statistics
Damask, Jay
Numerical Analysis
15A18, 65F15, 62H11, 15B52
The algorithm derived in this article, which builds upon the original paper, takes a holistic view of the handedness of an orthonormal eigenvector matrix so as to transfer what would have been labeled as a reflection in the original algorithm into a rotation through a major arc in the new algorithm. In so doing, the angular wrap-around on the interval π that exists in the original is extended to a 2π interval for primary rotations, which in turn provides clean directional statistics. The modified algorithm is detailed in this article and an empirical example is shown. The empirical example is analyzed in the context of random matrix theory, after which two methods are discussed to stabilize eigenvector pointing directions as they evolve in time. The thucyd Python package and source code, reported in the original paper, has been updated to include the new algorithm and is freely available.
title A Consistently Oriented Basis for Eigenanalysis: Improved Directional Statistics
topic Numerical Analysis
15A18, 65F15, 62H11, 15B52
url https://arxiv.org/abs/2402.08139