help-octave
[Top][All Lists]
Advanced

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

eigenvalues from dot-product


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

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


reply via email to

[Prev in Thread] Current Thread [Next in Thread]