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Topic: Calculating the largest EigenValue of Jacobian
Replies: 1   Last Post: May 14, 2013 11:31 PM

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 Marc Posts: 108 Registered: 7/2/10
Re: Calculating the largest EigenValue of Jacobian
Posted: May 14, 2013 11:31 PM

> Hi,
> I have a set of 132 Differential Equations. I want to calculate the largest eigenvalue of jacobian matrix at each point of solution. Is there any option to do that in Matlab? I use ode45 to solve the differential equations.
>
> Thanks,
> Hato

I am going to guess no.

I am also going to assume that you have no idea what your jacobian looks like and are letting ode45 numerically calculate it. Not judging, with 132 odes I would first try and let the solver do all the heavy lifting.

Since you know your solution of x's at each time step, could you use that to calculate the jacobian, since you have the function. Using something like "numjac"? My only question becomes which is the solution x in numjac (ie x or x - delta)?

Why do you want to know this info?

Date Subject Author
5/10/13 Samit
5/14/13 Marc