Re: [ViennaCL-devel] ViennaCL eigenvectors?

[Charles D. <cde...@gm...>]

Excellent, thank you, that answers all my questions.

On Tue, Jul 14, 2015 at 3:22 PM, Karl Rupp <ru...@iu...> wrote:

> Hi Charles,
>
> > Everything appears to be working correctly with the power method.  A
>
>> followup though, is it possible to return 'all' eigenvalues and
>> eigenvectors with the power algorithm?
>>
>
> No, it only provides the largest eigenvalue in modulus.
>
>   The Lanczos example (in the
>> feature-improve-lanczos branch) code looks like it would iterate through
>> all eigenvalues and eigenvectors.  For example, with a trivial matrix of
>> size 4x4 I would expect to get 4 eigenvalues and 4 eigenvectors (of
>> length 4, i.e. a matrix of 16 elements).
>>
>
> Lanczos is typically used for obtaining estimates on the largest
> eigenvalues of a huge matrix (say, the largest 10). There is actually an
> implementation of the QR method for finding all eigenvalues of a symmetric
> matrix available, too, cf.
> https://github.com/viennacl/viennacl-dev/blob/master/examples/tutorial/qr_method.cpp
> (I need to check why it does not show up in the manual)
>
>
>  This leads me to another question, I didn't see a merge between the
>> Lanczos algorithm.  Is that still under development or is it now
>> implemented in the master branch?
>>
>
> Some parts currently experience a final polishing (for example, yesterday
> I eliminated the Boost dependency), so it will migrate to master soon. :-)
>
> Best regards,
> Karli
>
>
>
>  On Fri, Jul 10, 2015 at 4:20 AM, Karl Rupp <ru...@iu...
>> <mailto:ru...@iu...>> wrote:
>>
>>     Hi Charles,
>>
>>     the interface for the power iteration has been updated to also
>>     return eigenvectors:
>>
>> https://github.com/viennacl/viennacl-dev/commit/e80cc2141f266eb9b279dd45b7c4075b557bf558
>>
>>     Please let me know if you run into issues.
>>
>>     Best regards,
>>     Karli
>>
>>
>>
>>     On 07/08/2015 06:58 PM, Charles Determan wrote:
>>
>>         Greetings,
>>
>>         I have seen that I can get all the eigenvalues with the lanczos
>>         algorithm in the lanczos.cpp example file but I don't see any
>>         documentation on eigenvectors.  The only thing I have found is
>>         on the
>>         feature-improve-lanczos branch
>>
>> https://github.com/viennacl/viennacl-dev/blob/karlrupp/feature-improve-lanczos/examples/tutorial/lanczos.cpp
>> .
>>         Is this intended to be implemented or is there existing support
>> for
>>         determining eigen vectors?
>>
>>         A secondary question, is the same possible with the power method?
>>
>>         Thanks,
>>         Charles
>>
>>
>>
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