Re: eigenvalues from dot-product

[Daniel Oberhoff]

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?

Daniel


Am 05.04.2007 um 18:21 schrieb 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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