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Eigensolver algorithm

spiderpacman
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Eigensolver algorithm

Sun Nov 04, 2012 2:53 pm
Hello,

I have been through all EigenSolver documentation but I couldn't find which kind of algorithm was used to find eigenvalues and eigenvectors. Also will this solver work with a very big matrix (26000x26000) ? Or should I use the program you suggested in a post : http://code.google.com/p/redsvd/wiki/English ?
Thank you

Théo
Dee33
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Re: Eigensolver algorithm

Mon Nov 05, 2012 10:27 am
The algorithms are direct methods based on QR decompositions with shifts. There are multiple variants depending on whether the matrix is symmetric, selfadjoint or not. You can refer to Matrix Computations by Golub for details.

 
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