Eigenvalues in real and complex domain











up vote
0
down vote

favorite












I am modeling an optimization problem using semi-definite programming. The optimization variable is a rank-1 matrix $X=xx^T$. The vector $x$ contains the power network voltages, which are complex values but they can be split in real and imaginary part. In literature, there are two ways to solve this; either implement the whole optimization problem is complex domain or in real domain. In complex domain, $x=[v_1 v_2,...,v_n]$ where $v_k$ is a complex value. In real domain, $x=[a_1 a_2,...,a_n,b_1,b_2,...,b_n]$ where $a_k$ and $b_k$ are real and imaginary components of $v_k$. Furthemore, $v_1 (a_1,b_1)$ are known and thus the corresponding elements in $X$ is set to these values.



The problem is when I implement the problem in complex domain; the solver gives me a rank-1 matrix solution (only 1 eigen value is non-zero), whereas in real domain, the solver gives me two eigen values and the sum of these two eigen values is exactly equal to eigen-value obtained from complex domain. That's strange for me. The value of objective function obtained from both problem also matches exactly. Theory says that I should receive 1 eigenvalue even in the case of real domain implementation.



So, can anyone shed some light that in the case of real domain, would I receive two eigenvalues? and if yes, why? and is there any relation between eigenvalues in real and complex domain?










share|cite|improve this question


























    up vote
    0
    down vote

    favorite












    I am modeling an optimization problem using semi-definite programming. The optimization variable is a rank-1 matrix $X=xx^T$. The vector $x$ contains the power network voltages, which are complex values but they can be split in real and imaginary part. In literature, there are two ways to solve this; either implement the whole optimization problem is complex domain or in real domain. In complex domain, $x=[v_1 v_2,...,v_n]$ where $v_k$ is a complex value. In real domain, $x=[a_1 a_2,...,a_n,b_1,b_2,...,b_n]$ where $a_k$ and $b_k$ are real and imaginary components of $v_k$. Furthemore, $v_1 (a_1,b_1)$ are known and thus the corresponding elements in $X$ is set to these values.



    The problem is when I implement the problem in complex domain; the solver gives me a rank-1 matrix solution (only 1 eigen value is non-zero), whereas in real domain, the solver gives me two eigen values and the sum of these two eigen values is exactly equal to eigen-value obtained from complex domain. That's strange for me. The value of objective function obtained from both problem also matches exactly. Theory says that I should receive 1 eigenvalue even in the case of real domain implementation.



    So, can anyone shed some light that in the case of real domain, would I receive two eigenvalues? and if yes, why? and is there any relation between eigenvalues in real and complex domain?










    share|cite|improve this question
























      up vote
      0
      down vote

      favorite









      up vote
      0
      down vote

      favorite











      I am modeling an optimization problem using semi-definite programming. The optimization variable is a rank-1 matrix $X=xx^T$. The vector $x$ contains the power network voltages, which are complex values but they can be split in real and imaginary part. In literature, there are two ways to solve this; either implement the whole optimization problem is complex domain or in real domain. In complex domain, $x=[v_1 v_2,...,v_n]$ where $v_k$ is a complex value. In real domain, $x=[a_1 a_2,...,a_n,b_1,b_2,...,b_n]$ where $a_k$ and $b_k$ are real and imaginary components of $v_k$. Furthemore, $v_1 (a_1,b_1)$ are known and thus the corresponding elements in $X$ is set to these values.



      The problem is when I implement the problem in complex domain; the solver gives me a rank-1 matrix solution (only 1 eigen value is non-zero), whereas in real domain, the solver gives me two eigen values and the sum of these two eigen values is exactly equal to eigen-value obtained from complex domain. That's strange for me. The value of objective function obtained from both problem also matches exactly. Theory says that I should receive 1 eigenvalue even in the case of real domain implementation.



      So, can anyone shed some light that in the case of real domain, would I receive two eigenvalues? and if yes, why? and is there any relation between eigenvalues in real and complex domain?










      share|cite|improve this question













      I am modeling an optimization problem using semi-definite programming. The optimization variable is a rank-1 matrix $X=xx^T$. The vector $x$ contains the power network voltages, which are complex values but they can be split in real and imaginary part. In literature, there are two ways to solve this; either implement the whole optimization problem is complex domain or in real domain. In complex domain, $x=[v_1 v_2,...,v_n]$ where $v_k$ is a complex value. In real domain, $x=[a_1 a_2,...,a_n,b_1,b_2,...,b_n]$ where $a_k$ and $b_k$ are real and imaginary components of $v_k$. Furthemore, $v_1 (a_1,b_1)$ are known and thus the corresponding elements in $X$ is set to these values.



      The problem is when I implement the problem in complex domain; the solver gives me a rank-1 matrix solution (only 1 eigen value is non-zero), whereas in real domain, the solver gives me two eigen values and the sum of these two eigen values is exactly equal to eigen-value obtained from complex domain. That's strange for me. The value of objective function obtained from both problem also matches exactly. Theory says that I should receive 1 eigenvalue even in the case of real domain implementation.



      So, can anyone shed some light that in the case of real domain, would I receive two eigenvalues? and if yes, why? and is there any relation between eigenvalues in real and complex domain?







      complex-analysis optimization eigenvalues-eigenvectors convex-optimization






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Nov 13 at 14:15









      Muhammad Usman

      86




      86



























          active

          oldest

          votes











          Your Answer





          StackExchange.ifUsing("editor", function () {
          return StackExchange.using("mathjaxEditing", function () {
          StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
          StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
          });
          });
          }, "mathjax-editing");

          StackExchange.ready(function() {
          var channelOptions = {
          tags: "".split(" "),
          id: "69"
          };
          initTagRenderer("".split(" "), "".split(" "), channelOptions);

          StackExchange.using("externalEditor", function() {
          // Have to fire editor after snippets, if snippets enabled
          if (StackExchange.settings.snippets.snippetsEnabled) {
          StackExchange.using("snippets", function() {
          createEditor();
          });
          }
          else {
          createEditor();
          }
          });

          function createEditor() {
          StackExchange.prepareEditor({
          heartbeatType: 'answer',
          convertImagesToLinks: true,
          noModals: true,
          showLowRepImageUploadWarning: true,
          reputationToPostImages: 10,
          bindNavPrevention: true,
          postfix: "",
          imageUploader: {
          brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
          contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
          allowUrls: true
          },
          noCode: true, onDemand: true,
          discardSelector: ".discard-answer"
          ,immediatelyShowMarkdownHelp:true
          });


          }
          });














           

          draft saved


          draft discarded


















          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2996777%2feigenvalues-in-real-and-complex-domain%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown






























          active

          oldest

          votes













          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes
















           

          draft saved


          draft discarded



















































           


          draft saved


          draft discarded














          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2996777%2feigenvalues-in-real-and-complex-domain%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown





















































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown

































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown







          Popular posts from this blog

          mysqli_query(): Empty query in /home/lucindabrummitt/public_html/blog/wp-includes/wp-db.php on line 1924

          How to change which sound is reproduced for terminal bell?

          Can I use Tabulator js library in my java Spring + Thymeleaf project?