Article View: sci.math.num-analysis
Article #610Re: Eigen problem
From: dsimon
Date: Fri, 09 Oct 1992 20:10
Date: Fri, 09 Oct 1992 20:10
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>>I have a large real symetric banded matrix (1000x1000) that I want >>to find the first 30 eigenvectors and eigenvalues for. This matrix >>is singular with the first 6 eigenvalues being 0. Have you considered the Lanzcos method? It is particularly useful when a few of the largest or smallest eigenvalues/eigenvectors are desired. It is discussed in chap. 9 of: G. Golub and C. Van Loan, "Matrix Computations," London or Baltimore, Johns Hopkins University Press, 1989. This book is also an excellent general reference for matrix computations. ------------ Dan Simon
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Path: arc1-ca.pugleaf.net!sparky!uunet!think.com!rpi!usc!venice!atlas!dsimon From: dsimon@atlas.nafb.trw.com Newsgroups: sci.math.num-analysis Subject: Re: Eigen problem Message-ID: <1426.2ad576c4@atlas.nafb.trw.com> Date: 9 Oct 92 12:10:44 PST References: <1992Oct8.125936.56162@qut.edu.au> <1992Oct8.150745.5799@u.washington.edu> Lines: 12