Re: [Pysparse-users] Computing largest eigenvalues?

[Rob S. <rspeer@MIT.EDU>]

Got any pointers? Up until now, I've been working with an old, clunky
C library called SVDLIBC that implements Lanczos. Pysparse's jdsym is
the first thing I've seen that can find eigenvectors and presents an
interface that can actually work with Python objects.

There's the stuff in scipy.sparse, of course, but that's been stalled
in the development for years now, and it doesn't often compile from
SVN.

-- Rob

On Thu, Mar 25, 2010 at 3:17 AM, Roman Geus <rom...@gm...> wrote:
> Hi Rob
>
> If you set tau to some very large number, but still far away from the
> actual largest eigenvalue, you might experience very slow convergence.
> There are certainly better and simpler algorithms than JDSYM for
> computing a few of the largest eigenvalues.
>
> -- Roman
>
> On Wed, Mar 24, 2010 at 8:05 PM, Rob Speer <rs...@mi...> wrote:
>> It looks like it should be possible to compute the truncated spectral
>> decomposition of a sparse, symmetric matrix using pysparse.jdsym. This
>> is the key step in computing a truncated SVD, which is the next thing
>> to do, and it would be great to be able to do it entirely within
>> Pysparse.
>>
>> There's just one thing I'm unsure about: how do I ask for the
>> *largest* eigenvalues? jdsym is set up to return eigenvalues around
>> some value tau, defaulting to 0, so it seems this is set up for
>> finding the smallest eigenvalues. Do I just set tau to some very large
>> number, or would that cause numerical stability issues? Is this the
>> wrong problem for jdsym to solve?
>>
>> -- Rob
>>
>> ------------------------------------------------------------------------------
>> Download Intel&#174; Parallel Studio Eval
>> Try the new software tools for yourself. Speed compiling, find bugs
>> proactively, and fine-tune applications for parallel performance.
>> See why Intel Parallel Studio got high marks during beta.
>> http://p.sf.net/sfu/intel-sw-dev
>> _______________________________________________
>> Pysparse-users mailing list
>> Pys...@li...
>> https://lists.sourceforge.net/lists/listinfo/pysparse-users
>>
>