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[Help-gsl] Only the largest/smallest eigenvalues and corresponding vecto

From: Ørjan Bergmann
Subject: [Help-gsl] Only the largest/smallest eigenvalues and corresponding vectors
Date: Wed, 14 Jul 2010 18:37:55 +0200

Dear everyone,

I am relatively new to GSL, but GSL seems perfect for my application in
spectral clustering. In these types of problems I typically need to examine
the eigenvectors corresponding to either the largest or the smallest
eigenvalues of a big symmetric matrix A.

I've experimented with GSL and it seems straightforward in the API to
calculate a full decomposition, however since A is usually large
(~2000x2000) this seems wastefull in terms of computational expense.

Is it possible to calculate only the (say the 5) largest eigenvalues and
corresponding eigenvectors in a manner similar to e.g. "eigs" (rather than
"eig") in Matlab?


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