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8 questions
1
vote
0
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183
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Connection of eigenspace of finite Hilbert matrix and its continuous operator counterpart
I am trying to understand the connection between the eigenspace of the continuous operator
$$
H(x,y) = \frac{1}{x+y}
$$
which is nothing but the square of the Laplace operator, and its discrete ...
- 33
1
vote
0
answers
179
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QR algorithm for eigenvalues and eigenvectors of large symmetric matrices
I am trying to write a QR algorithm in Python for eigenvectors and eigenvalues finding for large symmetric matrices,
My initial thought was to use Householder transformation with a Wilkinson shift ...
1
vote
0
answers
137
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What are the eigenvalues/eigenvectors of the matrix $A=\Big(\frac{1}{\cos(k-l)\frac{\pi}{n}}\Big)_{k,l=1}^{\frac{n-1}{2}}$ when $n$ is odd?
Suppose that $n$ is odd. The eigen values/eigenvectors of the skew-circulant matrix $A=\Big(\frac{1}{\cos(k-l)\frac{\pi}{n}}\Big)_{k,l=1}^n$ are successfully computed in this post.
Q. What are ...
- 4,058
3
votes
1
answer
370
views
The eigenvalues of the matrix $\Big(\frac{1}{\cos(k-l)\frac{\pi}{n}}\Big)_{k,l=1}^n$
What are the eigenvalues/eigenvectors of the matrix $A=\Big(\frac{1}{\cos(k-l)\frac{\pi}{n}}\Big)_{k,l=1}^n$ when $n$ is odd?
- 4,058
1
vote
0
answers
274
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Find the eigenvectors from the QR algorithm in the unsymmetric case
It is possible to find many references describing the QR Algorithm with more or less refinements to approximate the eigenvalues of a square matrix $A\in\mathbb{R}^{n\times n}$.
I implemented a version ...
- 11
2
votes
1
answer
3k
views
Lanczos algorithm for finding $k$ smallest eigenvector
I am trying (and have been recommended) to use the Lanczos algorithm to find the $k$ smallest eigenvectors. However, all of the literature seems to talk about this algorithm as a way to estimate the $...
- 21
4
votes
0
answers
2k
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What is the time complexity of the largest singular value and its vectors?
Full zero-error SVD on an $m \times n$ matrix $A$ would cost $O(\min(m^2n,mn^2))$. What is the time complexity if we need only the largest singular value and its corresponding vectors? I think it is $...
- 123
2
votes
1
answer
1k
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How to retrieve eigenvectors from shifted QR algorithm?
I understand that the key to retrieve eigenvectors in the non-shifted QR algorithm is to accumulate the transformations at each steps in the following way:
$Q = \Pi_i Q_i$
Can we accumulate the ...
- 23