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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 ...
knuth's user avatar
  • 33
7 votes
1 answer
197 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 $\mathbf{Ax} = \lambda \mathbf{x}$, ...
gboukensha's user avatar
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