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Diagonalizing

  • To: mathgroup at smc.vnet.net
  • Subject: [mg107144] Diagonalizing
  • From: Jim Lambaugh <lambaugh at gmail.com>
  • Date: Thu, 4 Feb 2010 06:24:56 -0500 (EST)

Hi guys

I am in a situation, where I have to diagonalize very large matrices. My
experience with Mathematica is limited, but what I need is the entire set of
eigenvalues. From what I have read, this excludes the use of ARPACK, since
this is used to find certain eigenvalues (i.e. largest, smallest etc.).

I read that LAPACK is used to find entire sets of eigenvalues, but the
Mathematica-help does not say much on this subject. So to make a long story
short: What is the most effective way of finding the entire set of
eigenvalues (and corresponding eigenvectors) of a very large matrix?

Best regards,
Jim L



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