Skip to main content

All Questions

Filter by
Sorted by
Tagged with
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 ...
Daniel Belaish's user avatar
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 $...
B. Arsic's user avatar
  • 123
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 ...
Sodalite's user avatar
  • 111
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 -...
Jeff's user avatar
  • 500
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 ...
tom's user avatar
  • 61