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Re: Diagonalizing large sparse matrices

  • To: mathgroup at smc.vnet.net
  • Subject: [mg116614] Re: Diagonalizing large sparse matrices
  • From: Mikhail Lemeshko <mikhail.lemeshko at gmail.com>
  • Date: Mon, 21 Feb 2011 19:29:44 -0500 (EST)
  • References: <ijgdcr$btr$1@smc.vnet.net>

On Feb 16, 12:45 pm, Oliver Ruebenkoenig <ruebe... at wolfram.com> wrote:
> Hello Mikhail,
>
>
>
> On Wed, 16 Feb 2011, MikhailLemeshkowrote:
> > 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
>
> Parallelize will be of no use here - the parallelization happens inside the
> Eigenvalues. Try something like
>
> m = 15000;
> s = SparseArray[{{i_, i_} -> -2., {i_, j_} /; Abs[i - j] == 1 ->
>       1.}, {m, m}];
>
> (*s=SparseArray[N[matr]]*)
>
> Eigenvalues[s, 1, Method -> {Arnoldi}]
>
> Oliver

Thank you a lot.

If I do s=SparseArray[N[matr]], the diagonalization becomes much
faster indeed.

However there is another problem: I have an analytical matrix in a
loop, diagonalizing it for different values of parameters. And
substitution of parameters' values there, and then making a sparse
array out of it takes a lot of time, since the matrix is huge.

Making an analytical sparse array and then substituting the parameters
there doesn't seem to work, and the Mathematica 8 documentation on the
SparseArray[] functions is kind of scarce...

Thank you again.

Misha


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