7
votes
1answer
111 views

Compute only selected components of an eigenvector

I am wondering whether it is possible to compute portions of the eigenvectors of a given (possibly very big) matrix. More formally, consider the eigenvalue problem $\mathbf{Ax} = \lambda \mathbf{x}$, ...
4
votes
0answers
108 views

Preconditioner for finding the smallest eigenpairs of a large, but structured, matrix

I'm trying to find the eigenvector corresponding to the second smallest eigenvalue of a large $(4,000,000 \times 4,000,000)$ matrix $L$. $L$ is a graph Laplacian, with the following structure: $L = D ...
2
votes
0answers
387 views

How many iterations are required for the Lanczos algorithm to converge?

I am trying to find the n smallest eigenvalues and eigenvectors of a NxN SPD matrix using Lanczos method. What is the number of iterations usually required? I mean, does it scale as $O(N)$ or ...