gevp | R Documentation |
solve GEVP for a real, symmetric correlator matrix
gevp(cf, Time, t0 = 1, element.order = 1:cf$nrObs, for.tsboot = TRUE, sort.type = "vectors", sort.t0 = TRUE)
cf |
correlation matrix preferably obtained with a call to
cf is supposed to be an array of |
Time |
time extent of the lattice. |
t0 |
initial time value of the GEVP, must be in between 0 and
|
element.order |
specifies how to fit the |
for.tsboot |
for internal use of |
sort.type |
Sort the eigenvalues either in descending order, or by using the scalar product of the eigenvectors with the eigenvectors at t=t0+1. Possible values are "values", "vectors" or "det". |
sort.t0 |
if true (default), sort with respect to data at t0, otherwise with respect to t-1. |
The generalised eigenvalue problem
C(t) v(t,t0) =
C(t0)lambda(t,t0) v(t,t0) C(t) v(t,t0) = C(t0)lambda(t,t0) v(t,t0) C(t) v(t,t0) =
C(t0)lambda(t,t0) v(t,t0)
is solved by performing a Cholesky
decomposition of C(t0)=t(L) LC(t0)=t(L) L and
transforming the GEVP into a standard eigenvalue problem for all values of
t. The matrices C are symmetrised for all t. So we solve
for lambda
solve(t(L)) C(t) solve(L) w = lambda w
with
w = L v or the
wanted v = L^{-1} w.
The amplitudes can be computed from
A_i^{(n)}(t) =
∑_{j}C_{ij}(t) v_j^{(n)}(t,t_0)/(√{(v^{(n)}, Cv^{(n)})(\exp(-mt)\pm
\exp(-m(t-t)))}) and this is what the code returns up to the factor
1/√{\exp(-mt)\pm \exp(-m(t-t))} The states are sorted by their
eigenvalues when "values" is chosen. If "vectors" is chosen, we take
\max( ∑_i \langle v(t_0,i), v(t, j)\rangle) with v the
eigenvectors. For sort type "det" we compute \max(...)
Returns a list with the sorted eigenvalues, sorted eigenvectors and sorted (reduced) amplitudes for all t > t0.
In case for.tsboot=TRUE
the same is returned as one long vector with
first all eigenvalues concatenated, then all eigenvectors and then all
(reduced) amplitudes concatenated.
Carsten Urbach, curbach@gmx.de
Michael, Christopher and Teasdale, I., Nucl.Phys.B215 (1983)
433, DOI: 10.1016/0550-3213(83)90674-0
Blossier, B. et al., JHEP 0904
(2009) 094, DOI: 10.1088/1126-6708/2009/04/094, arXiv:0902.1265
boostrap.gevp
, extract.obs
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