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Re: eigenvalues from dot-product
From: |
David Bateman |
Subject: |
Re: eigenvalues from dot-product |
Date: |
Thu, 05 Apr 2007 18:21:00 +0200 |
User-agent: |
Thunderbird 1.5.0.7 (X11/20060921) |
Daniel Oberhoff wrote:
> Hi,
>
> 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 ;).
>
> Daniel
> _______________________________________________
> Help-octave mailing list
> address@hidden
> https://www.cae.wisc.edu/mailman/listinfo/help-octave
>
>
You want the eigs function from octave-forge. The basic method of eigs
is based purely on matrix vector products..
D.
--
David Bateman address@hidden
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