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Re: eigenvalues from dot-product

From: Daniel Oberhoff
Subject: Re: eigenvalues from dot-product
Date: Thu, 5 Apr 2007 21:58:13 +0200

Ah, yes, I saw it now. Thank you. I used eigs before, but I didn't see that I could pass a function. It is still difficult as the storage requirement is O(k^2), i.e. O(1e9) bytes for my problem, since I need most of the eigenvalues. Using halve might already help though. Is there a way to further reduce memory requirements?


Am 05.04.2007 um 18:21 schrieb David Bateman:

Daniel Oberhoff wrote:

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 ;).

Help-octave mailing list

You want the eigs function from octave-forge. The basic method of eigs
is based purely on matrix vector products..


David Bateman address@hidden
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