Diagonalizing large sparse matrices
- To: mathgroup at smc.vnet.net
- Subject: [mg116442] Diagonalizing large sparse matrices
- From: Mikhail Lemeshko <mikhail.lemeshko at gmail.com>
- Date: Wed, 16 Feb 2011 04:31:43 -0500 (EST)
Dear friends, Are there any ways to speed up the Eigenvalues[] problem for large sparse matrices (those I have are about 15000x15000)? I need only the first eigenvalue (which is usually negative), here is the code fragment: e0=Parallelize[-Eigenvalues[N[matr], 1, Method -> {Arnoldi, Criteria - > RealPart}]] (I have a 2 core processor) Many thanks in advance! Misha