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# Re: Is there a lowest Eigenvalues function around?
*To*: mathgroup@smc.vnet.net
*Subject*: [mg11032] Re: Is there a lowest Eigenvalues function around?
*From*: Paul Abbott <paul@physics.uwa.edu.au>
*Date*: Wed, 18 Feb 1998 20:31:33 -0500
*Organization*: University of Western Australia
*References*: <6c8q6s$ats@smc.vnet.net>
Christopher R. Carlen wrote:
> I have to find the eigenvalues of very large matrices, ie 1024x1024 up
> to over 10000x10000 . I run out of memory when trying to do more than
> about 1600x1600 . I know there are algorithms to find the lowest or
> highest eigenvalues of a matrix, but the Mathematica function
> Eigenvalues[] finds all of them.
>
> Does anyone know if there is an implementation of a lowest-eigenvalues
> function anywhere? I have looked aroung at www.wolfram.com but didn't
> find anything.
I set this as a problem for my students in their 1997 Computational
Physics exam. The exam Notebook is available from
http://www.pd.uwa.edu.au/Physics/Courses/Third_Year/Computational_Physics.html
The largest or smallest eigenvalue of a matrix (and the corresponding
eigenvector) can be computed using the power method [G H Golub and C F
van Loan, Matrix Computations, Johns Hopkins Press, Baltimore, 1989].
Here is a simple implementation for finding the largest eigenvalue (and
the corresponding eigenvector) using Nest.
In[1]:= A = Table[Random[], {300}, {300}];
In[2]:= f[A_] := f[A] = Compile[{{q, _Real, 1}}, Module[{z = A.q},
z/Sqrt[z.z]]]
Starting with
In[3]:= q0 := Table[1., {Length[A]}]
we Nest f a number of times to approximately obtain the eigenvector
corresponding to the largest eigenvalue:
In[4]:= (q = Nest[f[A], q0, 10];) //Timing//First Out[4]= 1.39 Second
The largest eigenvalue is then
In[5]:= q.A.q//Timing
Out[5]= {0.47 Second,149.638}
Compare this with
In[6]:= Eigenvalues[A]//Sort//Last//Timing Out[6]= {14.55
Second,149.638}
Cheers,
Paul
____________________________________________________________________
Paul Abbott Phone: +61-8-9380-2734
Department of Physics Fax: +61-8-9380-1014
The University of Western Australia Nedlands WA 6907
mailto:paul@physics.uwa.edu.au AUSTRALIA
http://www.pd.uwa.edu.au/~paul
God IS a weakly left-handed dice player
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