All Questions
5 questions
8
votes
2
answers
583
views
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 ...
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 $\mathbf{Ax} = \lambda \mathbf{x}$, ...
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 -...
4
votes
0
answers
136
views
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
$$...
1
vote
0
answers
286
views
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}...