All Questions
Tagged with eigenvector na.numerical-analysis
9 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
4
votes
1
answer
1k
views
complexity of computing the singular vector corresponding to the smallest singular value
It is known that the singular value decomposition of an $m \times n$ matrix $A$ is in general of complexity of the order $m n^2$, assuming that $m \ge n$. But what if we only want to compute say the ...
- 398
1
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0
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286
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Generalized eigenvalue problem with nonnegative eigenvector constraint
Consider the following problem that is known to be non-convex but can be solved as a generalized eigenvalue problem (i.e. has a global optimum solution):
$\underset{w}{\text{maximize}}\quad w^{\top}...
- 11
7
votes
1
answer
197
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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 $\mathbf{Ax} = \lambda \mathbf{x}$, ...
- 91
4
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0
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137
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What do we know about the generalized eigenvalue problem involving a projector?
Consider a matrix $A\in\mathbb{R}^{n\times n}$ and a projector $P\in\mathbb{R}^{n\times n}$.
Are there results regarding the generalized eigenpairs $(v,\lambda)$ of the generalized eigenproblem
$$...
- 325
5
votes
0
answers
392
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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 -...
- 500
8
votes
2
answers
583
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Efficiently computing a few localized eigenvectors
Let $H = \triangle + V(x) : \mathbb{R}^2 \rightarrow \mathbb{R}^2$. I am interested in domain decomposition for an eigenproblem involving $H$.
The lowest 1000 eigenfunctions of $H$, $ \psi_i $, can ...
- 817
6
votes
0
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565
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What are the eigenvectors of the Lagrange interpolation matrix?
Let $F$ be a field.
Let $x_1,\ldots,x_k,y_1,\ldots,y_k\in F$ be distinct elements in the field.
Consider the $k\times k$ matrix that in position $i$, $j$ has the element
$\frac{\prod_{l\neq i}(y_i - ...
- 179
7
votes
3
answers
2k
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What is the right citation for the power iteration method to find eigenvalues?
What is the right citation for the power iteration method to find eigenvalues, if I want to cite the method in a paper? I've seen some Google PageRank references in this context. But Brin and Page ...
- 171