eigenvector computations
- To: mathgroup at smc.vnet.net
- Subject: [mg117328] eigenvector computations
- From: Bill Thurston <wpthurston at mac.com>
- Date: Tue, 15 Mar 2011 06:05:13 -0500 (EST)
I'm doing some computations where I need to find the size of the leading eigenvalue of various matrices that depend on a rational number between 0 and 1. The matrices are mostly 0, with nonzero entries 1 or 2. I'm doing this using sparse matrices and, for a matrix A, asking for First@Abs[ Eigenvalues[ N[ A],1]] which usually works fine, but sometimes I get error messages like this: Eigenvalues::maxit2 : "Warning: maximum number of iterations, 1000, has been \ reached by the Arnoldi algorithm without convergence to the specified \ tolerance, but the current best computed value has been returned. You can use \ method options with Method -> {Arnoldi, opts} to increase the size of basis \ vectors, the maximum number of iterations, reduce the tolerance, or use an \ estimate as a shift, any of which may help." This would be fine except that I can't find any Mathematica documentation for the Arnoldi method or its options. What gives? Bill Thurston