CODEWITHSUNDEEP
matlab
user13514
user13514

Reputation: 169

MATLAB: Eig algorithm and alternatives

I am simulating a physical system, where I need to calculate the eigenvalues and vectors of a very large (~10000x10000) matrix. So far I have used the in-built Eig algorithm in MATLAB but it is very slow for large matrices. Is there other algorithms in MATLAB that would do a better job or can I somehow improve the performance of Eig? Specifically it turns out that I only need the first ~100 eigenvectors of the matrix starting from the smallest numerical eigenvalue. Is there a way to get the algorithm to calculate only the first N eigenvectors and eigenvalues to save computation time? Of course this would only work if the eigenvectors come out sorted but they seem to do so, because of the symmetry of the Matrix I am using.

Upvotes: 0

Views: 1244

Answers (1)

Josh Meyer
Josh Meyer

Reputation: 161

Your matrix has mostly zeros, so you should make it a sparse matrix. You'll then be able to use EIGS to calculate a smaller number of eigenvalues and eigenvectors.

http://www.mathworks.com/help/matlab/ref/eigs.html

Upvotes: 0

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