All Questions
5 questions
11
votes
3
answers
9k
views
Eigenvectors of a symmetric positive definite Toeplitz matrix
I wish to efficiently compute the eigenvectors of an n x n symmetric positive definite Toeplitz matrix K. A full eigendecomposition would be even better.
Although I assumed this would be a well ...
1
vote
0
answers
179
views
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 ...
4
votes
0
answers
2k
views
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 $...
6
votes
1
answer
830
views
Dominant eigenvector of a real symmetric tridiagonal matrix
What is the most efficient way to calculate the dominant eigenvector of a real symmetric tridiagonal matrix? What's the corresponding time complexity bound?
Could someone give me a reference for ...
5
votes
0
answers
392
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 -...