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