Re: eigenvalues from dot-product

[David Bateman]

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.


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