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eigenvalues from dot-product

From: Daniel Oberhoff
Subject: eigenvalues from dot-product
Date: Thu, 5 Apr 2007 18:06:57 +0200


This is not directly linked to octave, but I assume that there are enough people on this who know about such stuff:

Is there an efficient way to compute the eigenvalues of a matrix given it's dot product with an aribtrary vector?

The problem is that the matrix M is nxn with n=O(10,000), which simply blows memory, but there is a relatively quick way to get those dot products M*v. The sparsity of this matrix is at about 50%, on top of this it is symmetric, and probably positive definite.

An octave solution (or pointers) would be nice of course ;).


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