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Diagonalizing large matrices

• To: mathgroup at smc.vnet.net
• Subject: [mg107146] Diagonalizing large matrices
• From: Jim Lambaugh <lambaugh at gmail.com>
• Date: Thu, 4 Feb 2010 06:25:17 -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

• Follow-Ups:
  • Re: Diagonalizing large matrices
    • From: Mark McClure <mcmcclur@unca.edu>