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Re: [Help-gsl] Does GSL contains any method to calculate principal eigen


From: Maxime Boissonneault
Subject: Re: [Help-gsl] Does GSL contains any method to calculate principal eigen vector?
Date: Thu, 20 Nov 2008 07:13:47 -0500
User-agent: Mozilla/5.0 (Macintosh; U; Intel Mac OS X; fr; rv:1.8.1.17) Gecko/20080914 Thunderbird/2.0.0.17 Mnenhy/0.7.6.0

I think LAPACK does that. From what I remember, you can tell LAPACK to calculate only the biggest 'n' eigenvalues and eigenvectors.

Maxime Boissonneault

Ashish Negi a écrit :
Hi,

I need a function with following detail.

Function - Principal eigen vector calculator
Description -

Function calculates only principal eigen vector and maximum eigen value
of the input matrix.

Use -
Such functions are very useful in network research areas. Where we have
to deal with sparse matrices and sometimes researchers are required to
calculate only principal eigen vector of the input general network
traffic matrix or network traffic correlation matrix.

Query - May I know any available method for this purpose in GSL?

Additionally request - I also want to discuss scope of such function
with usability and applicability. As I am working in the field of
machine learning based data mining, on looking my present state of
prototypes, I feel i can contribute something in development of such
function but for that I need guidance. Can anyone give?

Thanks and Best regards-

Ashish Negi

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